Lone Star Finance Symposium
2011 Lone Star Finance Symposium at the University of Houston
This year's Lone Star Finance Symposium will be hosted by
the University of Houston's Finance Department
When: Friday, September 9, 2011
Contact: Giorgo Sertsios
Parking: Parking Garage at the
(Parking garage entrance on Google maps)
Enter from Martin Luther King Boulevard, drive up to Level 2, pass through the gate, find a free parking space. Walk a few hundred feet North to Melcher Hall. Find us in Room 118. We'll give you a validated ticket, so you won't have to pay for parking.
Internet access while at UH: use the "UHWireless" SSID (no password needed).
Paper presenters have 30 minutes for their presentations. Discussants have 10 minutes.
Friday, Sept. 9, 2011
8:30am-9:15am: Light breakfast, in the lobby of Melcher Hall (outside room 118)
9:15am-9:30am: Welcome (Melcher Hall 118)
9:30am-10:35am: Paper 1
Title: “On Pricing Credit Default Swaps with Observable Covariates”
Authors: Hitesh Doshi, Jan Ericsson, Kris Jacobs and Stuart Turnbull.
Presenter: Hitesh Doshi, University of Houston
Discussant: Hwagyun Kim, Texas A&M University
10:50am-11:55am: Paper two
Title: “The Real effect of Short Sales”
Authors: Gustavo Grullon, Sebastien Michenaud and James Weston.
Presenter: Sebastien Michenaud, Rice University
Discussant: Nadia Vozlyublennaia, Texas Tech University
11:55am-1:30pm: Lunch, in the lobby of Melcher Hall (outside room 118)
1:30pm-2:35pm: Paper three
Title: “How Do Private Placements enhance Firm Value?”
Authors: Indraneel Chakraborty and Nickolay Gantchev.
Presenter: Indraneel Chakraborty, Southern Methodist University
Discussant: Antonio Macias, Texas Christian University
2:50pm-3:55pm: Paper four
Title: “A Glimpse behind a Closed Door: The Investment Value of Buy-side Research and its effects on Fund Trades and Performance”
Authors: Michael Rebello and Kelsey Wei.
Presenter: Kelsey Wei, University of Texas at Dallas
Discussant: Tom George, University of Houston
4:10pm-5:15pm: Paper five
Title: “Dividend Policy, Production and Stock Returns: A Dividend-Based Explanation of Asset Pricing Anomalies”
Authors: Hwagyun Kim and Chanwoo Nam.
Presenter: Hwagyun Kim, Texas A&M University
Discussant: Praveen Kumar, University of Houston