2008:2009

Wed 06 May   

Insider Trading and Corporate Governance: International Evidence   
Piotr Korczak
University of Bristol 

Wed 13 May   

Size, Specialism, and the Nature of Informational Advantage in Inter-dealer Foreign Exchange
Richard Payne 
Warwick Business School

Wed 27 May  

Risk-sensitive Asset Management
Sebastien Lleo 
Imperial College London 

Wed 10 Jun   

Does the Stock Market Fully Value Intangibles? Employee Satisfaction and Equity Prices
Alex Edmans
The Wharton School, University of Pennsylvania

This has been resecheduled for 10.00-11.00am

Wed 21 Jan   

Discount Market Behaviour: Revealed through Tecnival Analysis   
Clive Cocoran

Wed 04 Feb   

The Innovest Austrian Pension Fund Financial Planning Model InnoALM  
William T Ziemba
ICMA Centre, University of Reading

Wed 11 Feb   

Are Government Bonds Risky Assets?  
Abhay Abhyankar 
The University of Edinburgh

Wed 18 Feb   

Financial Engineering, Operator Methods and GPU Computing   
Claudio Albanese 

Wed 04 Mar   

Asset Allocation with Option-Implied Distributions: A foward-Looking Approach   
Alexandros Kostakis
University of Glasgow

Wed 22 Oct   

Multi-Horizon Comparison of Density Forecasts for the S&P 500 using Index Returns and Option Prices  
Mark Shackleton 
Lancaster University

Wed 29 Oct

Panel Discussion on the Current Credit Crisis   
Carol Alexander, Andy Bevan, John Board, Richard Dale, Jacques Pezier, Brian Scott-Quinn
ICMA Centre, University of Reading

Wed 05 Nov

High Frequency Returns - Mean Reversion and Volatility Persistence    
Shiyun Wang
University of Southampton 

Wed 19 Nov

Predictability and 'Good Deals' in Currency Markets     
Valerio Poti
Dublin City University  

Wed 26 Nov

Stock Market Driven Acquisitions versus the Q Theory of Takeovers - The UK Evidence  
Alan Gregory 
University of Exeter