Course/seminar

One Method to Rule Them All: Variance for Data, Parameters and Many New Methods

Filip Hanzely, King Abdullah University of Science and Technology

Bail-ins and Bail-outs: Incentives, Connectivity and Systemic Stability

Joseph Stiglitz, Columbia Business School, winner of the Nobel Prize in Economics 2001

Crowding and Trading Diversification in Factor Investing

Victor DeMiguel, London Business School

Earnings Autocorrelation and the Post-Earnings-Announcement Drift

Stefan Palan, University of Graz

Abstract : Post-earnings-announcement drift (PEAD) is one of the most solidly documented asset pricing anomalies in the literature. This paper presents the first investigation into post-earningsannouncement drift (PEAD) under the controlled conditions of an experimental lab. We replicate PEAD in the lab and observe PEAD for firms whose earnings are serially independent.

Prof. Filip Buekens (Tilburg University/KU Leuven) is a versatile analytic philosopher, with publications ranging over philosophy of language, social ontology and skepticism. Noteworthy are his critical book publications on psychoanalysis and some of its protagonists: Jacques Lacan: Proefvlucht in het luchtledige (2006) and Freuds vergissing: De illusies van psychoanalyse (2006). He will address in this talk some signs of the times; I will let the title speak for itself: Fake News, Post-Truth and the Social Psychology of Polarisation.