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

 

Details

When: Friday, September 9, 2011

Where: Room 118, Melcher Hall, Bauer College of Business, University of Houston

Maps:
Melcher Hall on Google maps, Melcher Hall floor maps

Contact: Giorgo Sertsios

Nearest Hotel: Hilton University of Houston, 4450 University Drive, Houston, TX 77204-3902, Tel: 1-832-531-6300
You can book at room at a reduced rate ($118 plus tax) by calling (866) 327-1161.

Parking: Parking Garage at the "Welcome Center" (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.

Travel information: Houston has two major airports. Hobby (HOU) is nearer to UH; it is served mainly by Southwest Airlines. Intercontinental (IAH) is served by the main carriers.

Internet access while at UH: use the "UHWireless" SSID (no password needed).

 

Paper presenters have 30 minutes for their presentations. Discussants have 10 minutes.

 

Program:

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

10:35am-10:50am: Break

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

2:35pm-2:50pm: Break

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

3:55pm-4:10pm: Break

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

Evening: Dinner at District 7 Grill, 1508 Hutchins St., Houston, TX 77003  (Google Map; Directions from UH)