2006 Seminars
| 24 January | |
|---|---|
Speaker: |
Dr Michael Haigh, Commodity Futures Trading Commission, Washington D.C., USA |
Title: |
Price volatility, liquidity provision and the role of managed money traders in energy futures markets |
| 8 February | |
|---|---|
Speaker: |
Professor S. Ghon Rhee, College of Business Administration, University of Hawaii, USA |
Title: |
An anatomy of the magnet effect: evidence from the Korea stock exchange high-frequency data |
| 3 March | |
|---|---|
Speaker: |
Robert Webb |
Title: |
Microstructure effects of volatility at the TAIFEX |
| 10 March | |
|---|---|
Speaker: |
Sean Cleary, Saint Mary's University |
Title: |
Cash flow volatility, financial slack and investment decisions |
| 17 March | |
|---|---|
Speaker: |
Ed Maberly |
Title: |
Cash flow patterns and equity returns: Explaining the halloween return pattern |
| 24 March | |
|---|---|
Speaker: |
David Feldman, UNSW |
Title: |
The CAPM relation for inefficient portfolios |
| 31 March | |
|---|---|
Speaker: |
Professor William Fung, London Business School |
Title: |
Hedge funds: Performance, risk and capital formation |
| 7 April | |
|---|---|
Speaker: |
Peter Dunne, Queen's University, Belfast and Central Bank of Ireland |
Title: |
Transparency, liquidity and efficiency in european sovereign bond markets |
| 5 May | |
|---|---|
Speaker: |
James Rydge |
Title: |
The characteristics of manipulated companies |
| 19 May | |
|---|---|
Speaker: |
George Wang |
Title: |
Transaction tax and market quality of the Taiwan stock index futures |
| 2 June | |
|---|---|
Speaker: |
Dr Les Coleman |
| 25 July | |
|---|---|
Speaker: |
Professor Sugato Chakravarty, Purdue University |
Title: |
Clearing house: Stock reassignments on the NYSE |
| 4 August | |
|---|---|
Speaker: |
Dr Stefan Ruenzi, University of Cologne |
Title: |
Sex matters: Gender and mutual funds |
| 18 August | |
|---|---|
Speaker: |
Professor Steve Satchell, University of Cambridge |
Title: |
Measuring financial risk |
| 25 August | |
|---|---|
Speaker: |
Associate Professor Michael McKenzie, RMIT |
Title: |
Flight to quality in the US Treasury markets |
| 1 September | |
|---|---|
Speaker: |
Associate Professor Mark Joshi, University of Melbourne |
Title: |
Upper bounds for early exercisable derivatives in Monte Carlo simulations: Extending and refining Rogers/Haugh-Kogan and Jamshidian |
| 15 September | |
|---|---|
Speaker: |
Associate Professor Suk-Joong Kim, University of New South Wales |
Title: |
Sovereign credit ratings, capital flows and financial sector development in emerging markets |
| 13 October | |
|---|---|
Speaker: |
Associate Professor Gerard Gannon, Deakin University |
Title: |
Models of the joint futures volatility/volume relationship and futures/cash index lead/lag effect: An extension to dynamic hedging and trader type |
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