2005 Seminars

11 March
Speaker: Dr Max Stevenson
Title: The price-earnings puzzle and related econometric issues
   
8 April
Speaker: Dr Emma Welch, Faculty of Economics and Commerce, The Australian National University
Title: Rethinking the relationship between ownership structure and corporate performance
   
15 April
Speaker: Professor David Johnstone
Title: Choosing an analyst in a simulated betting market
 
22 April
Speaker: Professor Bruce Grundy, Melbourne Business School
Title: Combining skill and capital: Alternate mechanisms for achieving an optimal fund size
   
6 May
Speaker: Professor Doug Foster, School of Banking and Finance, University of New South Wales
Title: Institutional trading and share returns
   
20 May
Speaker: A/Professor David Gallagher, School of Banking and Finance, University of New South Wales
Title: Portfolio pumping: An examination of investment manager trading and performance
   
27 May
Speaker: Stephen Lowe, Integral Energy
Title: Modelling energy and power market prices
   
30 May
Speakers: Professor Thomas McInish, University of Memphis
Dr Asli Ascioglu, Bryant University
Title: Stealth trading: The case for the Tokyo stock exchange
   
3 June
Speaker: Professor Terry Walter, School of Banking and Finance, University of New South Wales
Title: Does a quality premium exist in M&A advisory fees
   
17 June
Speaker: Professor Tom Smith, Faculty of Economics and Commerce, The Australian National University
Title: Regulation fair disclosure and the cost of adverse selection
   
29 July
Speaker: Dr Petko Kalev, Department of Accounting and Finance, Monash University
Title: Stealth trading in volatile markets
 
12 August
Speaker: A/Professor Gerard Gannon, School of Accounting, Economics and Finance, Deakin University
Title: Simultaneous volatility effects in index futures
   
19 August
Speaker: Dr Steve Satchell, Faculty of Economics, Cambridge University
Title: Exact properties of measures of optimal investment for institutional investors
   
26 August
Speaker: Professor Steve Easton, Department of Accounting and Finance, University of Newcastle
Title: Modelling exchange-traded barrier options traded in the Australian options market
   
9 September
Speaker: Dr Kathy Walsh, School of Banking and Finance, University of New South Wales
Title: Asset pricing under alternative investment horizons
   
7 October
Speaker: Dr Joakim Westerholm
Title: Upstairs markets as an essential feature of a limit order book market
   
21 October
Speakers: Associate Professor Ben Jacobsen, Erasmus University Rotterdam, Rotterdam School of Management
Professor Henk Berkman, Massey University
Title: The world price of war and peace
   
11 November
Speaker: Andrew J. Patton, London School of Economics
Title: Volatility forecast evaluation and comparison using imperfect volatility proxies

This seminar is held jointly with the Discipline of Econometrics

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