2011 Lone Star Finance Symposium
at the University of Houston
This year's Lone Star Finance Symposium will be hosted by UH'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