Spring 2004 (dates and times subject to change). Venue: CBA, Rm D204.
 
February 9 (Monday). Time: 3.30 p.m to 5 p.m.
Presenter: David Whitcomb (bio)
Title: Decimalizing and Impending NYSE Market Structure Change: Implications for ECNs and the Brokerage Industry

Whitcomb is a pioneer in the market microstructure research area while he was at Rutgers University. His research has been published widely in many established academic journals. Whitcomb is the founder of Automated Trading Desk, Inc., an Internet trading service company.


February 23 (Monday). Time: 1 p.m to 3 p.m.
Presenters:
a. Greg Stone
Title: Postbankruptcy: An Investigation into the Performance of Orphan Equities

b. Tony Tang
Title: Return Volatility and Market Methods: New Evidence from Singapore Stock Exchange


March 15 (Monday). Time: 1 p.m to 3 p.m.
Presenters:
a. Daphne Du
Title: Magnet Effect Caused By Daily Price Limit Systems

b. Crystal Chen
Title: The Effect of Short-sale Regulations on Price Discovery Process


April 12 (Monday). Time: 3 p.m. to 4 p.m.
Presenters:
a. Qianqiu Liu
Title: Estimating Betas from High-Frequency Data




Past Presentations

Fall 2003. Venue: CBA, Rm D204.

October 20 (Monday). Time: 3 p.m to 5 p.m.
Presenter: Janusz Brzeszczynski
Title: Short-term Dependencies between Volatility of Currency, Money and Capital Markets: The Case of Poland (co-author: Robert Kelm)

 

Summer 2003

July 24
Presenter: Lena C. Booth
Title: Agreeing to Disagree: Why IPOs are Underpriced?

 

Spring 2003

March 6
Presenter: Steve Foerster
Title:  Second Time Lucky? Underwriter Switching and the Performance of 
Withdrawn IPOs that Return to the Market (co-author: Craig Dunbar)


March 17
Presenter: Tony Tang
Title: 1997 Nasdaq Market Reforms. (Dissertation in progress). 


March 31
Presenter: Caixing Liu
Title: The Effect of Firm Size on Earnings Management 
(co-authors: Yangseon Kim and S. Ghon Rhee)


April 7
*Two presentations are scheduled as follows:

* 3 p.m. to 4 p.m.
Presenter: Victor Huang
Title: Do International Investors' Demand Curves for Stocks Slope Down Too?
(co-authors: Rajesh Chakrabarti, Narayanan Jayaraman, Jinsoo Lee)

* 4 p.m. to 5:30 p.m.
Presenter: Richard Dunne (bio)
Title: BdTools for Researchers