La série de séminaires de recherche NEOMA BS Finance est organisée par le département Finance et est ouverte à tous.
Les séminaires abordent tous les domaines de recherche relatifs à la finance et ont lieu une fois par mois, le jeudi entre 14h00 et 16h00 sur le campus parisien de NEOMA BS (6 rue Vandrezanne – Immeuble Zenith – 75013 Paris).
Chaque session se compose de deux interventions (1 heure chacune) : l’une animée par un chercheur invité et l’autre par un enseignant-chercheur de NEOMA BS.

Le calendrier complet des séminaires à venir ainsi que l’historique est disponible ci-dessous.
Pour toute question sur les séminaires ou des propositions de Research Talk : contactez Jung-Hyun AHN, jung-hyun.ahn@neoma-bs.fr, Pierre Six (pierre.six@neoma-bs.fr) ou Bobo Zhang (bobo.zhang@neoma-bs.fr), Professeurs de finance et coordinateurs des séminaires.

Durant la pandémie de Covid 19, le séminaire s’est tenu en ligne et avec une présentation par session.

Séminaires programmés 2022-2023

(Le calendrier est mis à jour régulièrement)

Thursday November 17. 2:00pm, Room SC_0205

2:00pm – 3:00pm Abraham Lioui (EDHEC) Understanding the Carbon Prices of Risk

3:00pm- 4:00pm Samuel Ouzan (NEOMA BS) Under-hedging in the oil market : an explanation based on regret theory (with P. Six, NEOMA BS)

Thursday December 8. 2:00pm  Room SC_0205

2:00pm – 3:00pm Bertrand Tavin (EM Lyon) – Managing dependence risk with random Bernstein copulas

3:00pm- 4:00pm Jung-Hyun Ahn (NEOMA BS) Green bond effects on CDS market (with S. Attaoui, NEOMA BS and J. Fouquau, ESCP)

Thursday January 19. 2:00pm, Room SC_0209

2:00pm – 3:00pm Paul KAREHNKE (ESCP) Long-Horizon Betas

3:00pm- 4:00pm Sora KIM (NEOMA BS) The origins and impacts of uncertainty

Thursday February 2. 2:00pm, Room SC_0403

2:00pm – 3:00pm Swaminathan BALASUBRAMANIAM (NEOMA BS) Hoarding, stockouts and inflation

Thursday March 16. 2:00pm, Room SC_0209

2:00pm – 3:00pm Moez BENNOURI (Montpellier Business School) Women on Board: Gender balance initiatives and their impact on board structure and firm performance

3:00pm- 4:00pm Messaoud CHIBANE (NEOMA BS) How naive is naive diversification?

Thursday April 13. 2:00pm, Room SC_0403

2:00pm – 3:00pm Vesa PURSIAINEN (University of St. Gallen) – Retail Customer Reactions to Private Equity Acquisitions

3:00pm- 4:00pm Ghassen BOUSLAMA (NEOMA BS) – Let Them Grow Fast through Smart Credit Rationing: The Impact of Credit rationing on High-Growth Firms

Thursday May 11. 2:00pm, Room SC_0403

2:00pm – 3:00pm Paolo MAZZA (IÉSEG) – The race for carbon pricing amongst firm

3:00pm- 4:00pm Xiaoxiong HU (NEOMA BS) – Equity Financing, Equity Lending, and Price Pressure: The Case of DRIP Arbitrage

Thursday June 8. 2:00pm, Room SC_0305

2:00pm – 3:00pm Laurent BACH (ESSEC) – Why Women Earn Lower Real Estate Return

3:00pm- 4:00pm Hyung-Eun CHOI (NEOMA BS) – Do analysts respect founders over heirs? Evidence from earnings conference calls, analysts’ reports, and the stock market

Past seminars:

2021-2022

• Xiaoxiong HU (NEOMA BS) “Local Political Preference and Green Municipal Bonds”
• Marti G. Subrahmanyam (NYU), “How Sovereign is Sovereign Credit Risk? Global Prices, Local Quantities” (with P. Augustin, V. Sokolovski, and D. Tomio)
• Mungo Wilson (Oxford Univ. Saïd BS), “The Lost CAPM”
• Pierre Six (NEOMA BS) “A refinement of the fundamental of futures prices in the oil market”
• Olivier Le Courtois (EM Lyon), “On the Diversification of Fixed Income Assets”
• Sébastien Lleo (NEOMA BS), “Jump-Diffusion Risk-Sensitive Benchmarked Asset Management with Traditional and Alternative Data”
• Armin Schwienbacher (SKEMA BS), “Private Equity Debt Funds: Who Wins, Who Loses?”
• Sara Ain Tommar (NEOMA BS), “The big quit”
• Julien Fouquau (ESCP), “A Green Wave in Media, a Change of Tack in Stock Markets” 
• Messaoud Chibane (NEOMA BS), « Can Volatility Predict Social Performance? »
• Kevin Aretz (Manchester Univ. ), « Technological Progress, Managerial Learning, and the Investment-to-Stock Price Sensitivity » – Session  jointly organised by  the Department of Finance and the Area of Excellence The Complexity Advantage of NEOMA.
• Antoine Noël (NEOMA BS), “Institutional Rules, Bidding Behavior and Performance in the Treasury Market”
• Vikas Agarwal (Georgia State Univ.), “Birth order and fund manager’s trading behavior: Role of sibling rivalry” – Session jointly organised by  the Department of Finance and the Area of Excellence The Complexity Advantage of NEOMA.
• Sylvain Carré (Paris-Dauphine), « Security and Liquidity in Proof-of-Stake DeFi Protocols » (with Franck Gabriel, EPFL)
• Jung-Hyun Ahn (NEOMA BS), “Banking competition on the deposit market during the financial crisis”
• Hubert de la Bruslerie (Paris-Dauphine), “The Dynamics of Leverage of newly controlled Target Firms: Evidence after an Acquisition”
• Wenbin Cao (NEOMA BS)  »Financing Innovation under Ambiguity and Skewness »
• Conference on Sustainable Finance. Organised by Finance for Good sub-area of the World We Want Area of Excellence and the Finance Department. Learn more
• Artashes Karapetyan (ESSEC), “Inefficient Regulation: mortgages versus total credit” – Session jointly organised by  the Department of Finance and the Area of Excellence The Complexity Advantage.

2020-2021

• Zhou Zhang (NEOMA BS) “Optimism, Investment Timing and Valuation in Duopoly”
  
• Sébastien Lleo (NEOMA BS) « Exploring Breaks in the Distribution of Stock Returns: Empirical Evidence from Apple Inc. » (with W.T. Ziemba and J. Li)
• Elise Gourier (ESSEC) « How Real are Real Assets? »
• Marc Lenglet (NEOMA BS) & Yuval Millo (Warwick BS) “Conflicts of interests as organizational paradoxes: An ethnography of spatial arrangements and opportunistic strategies on the financial trading floor”
  
• Hyung-Eun Choi (NEOMA BS) “State-Level Economic Conditions, Local Sentiment, and Corporate Bond Credit Spreads”
• Fabio Bertoni (SKEMA BS) “Long-term effects of loan guarantees on SME performance”
• Olga Kolokolova (Manchester Univ.) “On the other side of hedge fund equity trades”
• Ran Tao (NEOMA BS) « Inter-firm Spread of Corporate Social Responsibility »
• Gilbert Cette (Banque de France) “The Impact of ICTs and Digitalization on Productivity and Labor Share: Evidence from French firms”
• Olivier Dessaint (INSEAD) « Does Alternative Data Improve Financial Forecasting? The Horizon Effect »
• Eric de Bodt (Caltech & NHH Norwegian School of Economics) “Rivals’ Return”
• Bobo Zhang (NEOMA BS) “The Geopolitical Uncertainty Premium”
• Evgeny Lyandres (Tel Aviv Univ.) “Competition and Product Quality: Fake Trading on Crypto Exchanges”
• Peiran Guo (PhD NEOMA BS) “Financial Sophistication and Portfolio Decisions: the Case of Chinese Household”
• Wenhong Ding (NEOMA BS) “Board of directors and information locality”

2019-2020

• Gilles Chemla (Imperial College) – ”Equilibrium counterfactuals” (with Christopher Hennessy)
• Sara Ain Tommar (NEOMA BS) – “What does the individual mobility of private equity professionals tell us about performance?”
• Mark Shackleton (Lancaster Univ.) « What Drives a Firm’s ES Performance? Evidence from Stock Returns. »
• Arash Aloosh (NEOMA BS) – “Off-chain trading puzzle”
• Vincent Bignon (Banque de France), Régis Breton (Banque de France), Clement Mazet-Sonilhac (Banque de France),  Guillaume Roulleau (ENS Paris Saclay): « Read my Lips: Dividend and Language on the US Stock Market »
• Marco Gazel (NEOMA BS) “Backers’ prosocial motives to crowdfund artistic projects: experimental evidence” (with Anna Bernard)
• François Derrien (HEC Paris) – “Reputation and Capital Structure: Evidence from Customer Reviews in the Restaurant Industry” (with Alexandre Garel, Arthur Petit-Romec and Jean-Philippe Weisskopf)
• Julien Jacqmin (NEOMA BS) “The signalling effect of self-regulatory standards: The case of French business schools”
• Samia Belaounia & Laura Trinchera (NEOMA BS)  “Creditor rights as a moderator in the relation between internationalisation and capital structure”
• Patrice Poncet (ESSEC) « A Political CAPM »
• Messaoud Chibane & Gabriel Giménez-Roche (NEOMA BS) “Crisis-emergent asset co-movement: The problem of latent correlation”
• Tri TRINH (NEOMA BS) “Living in the Sin City: Local Corruption and Institutional Trading”
• Wenbin Cao (NEOMA BS) “Capital Structure and the Optimal Payment Methods in Acquisitions”
• Eser Arisoy (NEOMA BS) « Eponymous Hedge Funds » (with Vikas Agarwal (Georgia State University) and Tri Trinh (NEOMA BS).

2018-2019

• Hubert de La Bruslerie  (Univ. Paris-Dauphine) « Creditor’s holdup and the setting of private appropriation in a control contract between shareholders »
• Ran Tao (NEOMA BS) « Fundraising under Two-Dimensional Asymmetric Information: The Case of Mindless Donations »
• Roméo Tédongap (ESSEC) « Disappointment Aversion, Term Structure, and  Pedictability Puzzles in Bond Markets »
• Messaoud Chibane & Samuel Ouzan (NEOMA BS) « Value Bubbles »
• Christophe Pérignon (HEC Paris) « What If Dividends Were Tax‐Exempt? Evidence from a Natural Experiment »
• Jung-Hyun Ahn (NEOMA BS) « Bank Liquidity Management, Collateral Quality and Policies »
• Ngoc-Sang PHAM (Montpellier BS) “Credit limits and heterogeneity in general equilibrium models with a  finite number of agents”
• Hong Zhao (NEOMA BS) “Why Do Boards Let Their CEOs Take Outside Directorships? Entrenchment and Embeddedness”
• Philip Valta (Univ. of Bern) “The Informational Content of M&A Announcements: Evidence from Peers’ Revaluation”
• Eser Arisoy (NEOMA BS) « Do Stock Markets Really Care About Skewness? »
• Pedro Gete (IE Business School) « The Dynamic Effects of Investors in Housing Markets »
• David Hyun (NEOMA BS) “Politically Connected Outside Directors and the Value of Cash Holdings”
• Yann Braouezec (IESEG) « Strategic fire-sale and price-mediated contagion in the banking »
• Ghassen Bouslama (NEOMA BS) « Internationalization versus Multinationalization: What effects on the French SMEs’ Access to Bank loans?”
• Sébastien Galanti (Univ. Orléans) « Investment and financial constraints: Does analyst coverage matter? »
• Antoine Noël (NEOMA BS) “Sovereign Debt Auction Method and Issuance Cost: Evidence from Iceland”
• Florina Silaghi (UAB) « Agency Problems in Public-Private-Partnerships Investment Projects »
• Sami Attaoui & Wenbin Cao (NEOMA BS) « Optimal Capital Structure, Ambiguity Aversion, and Leverage Puzzles »

2017-2018

• Guillaume Vuillemey (HEC Paris), « How do banks grow? Adverse selection and market structure »
• Sora Kim (NEOMA BS), « Follow Me on Twitter: Attracting Mutual Fund Investor Attention through Social Media »
• Linus Siming (Audencia), « Debt Structure and Credit Ratings »
• Wenbin Cao (NEOMA BS), « The Early Exercise Premium in American Option Prices »
  Sarah Mouabbi (Banque de France) “Measuring inflation anchoring and uncertainty: A US and euro area comparison”
• Arash Aloosh (NEOMA BS), « Currency Factors (with G. Bekaert) »
• Tamara Nefedova (Université Paris-Dauphine), « Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families »
• Nathalie Janson & Gabriel Giménez Roche (NEOMA BS), « From conventional to unconventional monetary policies: The consequences of the market-maker-of-last-resort role »
• Lei Zhao (ESCP), « Credit Risk “Beta”: an analysis of the systematic component of bank default risk »
• Samuel OUZAN (NEOMA BS), « System 1, System 2, and Speculative Trading »
• Franck Moraux (Université de Rennes), « On the contingent corporate decisions to invest or to disinvest »
• Antoine Noël (NEOMA BS), “Footnote Information Accuracy: Evidence from the Reported Dividend Yield”
• Donatien Hainaut (UCL): “A Self-Excited Switching Jump Diffusion (SESJD): properties, calibration and hitting time”
• Messaoud Chibane (NEOMA BS), « Distorted Beliefs, Rare Disasters and Asset Prices »
• Sabrina Buti (Université Paris-Dauphine): “An introduction to Dark Pools”
• Bryan Lee (NEOMA BS): “Chief Accounting Officer and Accounting Conservatism”