cef.up


2001-2008

The series of Finance Seminars started in June 2001, sponsored by CEMPRE - Centre for Macroeconomic and Forecasting Studies. In January 2003, CETE – Research Center in Industrial, Labor and Managerial Economics joined CEMPRE in supporting the Finance Seminars.

 

 

Venture Capital and Sequential Investments
Ulrich Hege (HEC School of Management Paris)
Thursday, December 4, 2008, 17:30, Room 631 (EPG)

 

The Accruals Anomaly - Can Implementable Portfolio Strategies Be Developed That Are Profitable Net of Transactions Costs in the UK?
Nuno Soares (FEUP/ Manchester Business School)
Thursday, November 6, 2008, 17:30, Room 631 (EPG)

 

Implied Volatility and Forward Price term Structure Models
Raquel Gaspar
Thursday, October 16, 2008, 17:30, Room 631 (EPG)

 

The Effect of Relationship Lending on Credit Availability and Firm Performance: Evidence from Panel Dataset of Small and Medium Portuguese and Spanish Firms
Ana Paula Matias Gama
Thursday, June 12, 2008, 17:30, Room 631 (EPG)

 

The Smart Money Effect In Two Major Mutual Fund European Industries
Laura Andreu, Cristina Ortiz, José Luis Sarto and Luis Vicente
Wednesday, May 28, 2008, 17:30, Room 631 (EPG)

 

When Markets Fall Down: Are Emerging Markets All The Same?
Sofia B. Ramos, Joroen K. Vermunt  and José G. Dias
Thursday, March 17, 2008, 17:30, Room 396

 

Dividends and Earnings Quality: The Missing Link?
Jorge Farinha and José António Moreira
Thursday, January 10, 2008, 17:30, Sala 260

 

The Number of Bank Relationships and the Cost of Borrowing: An Empirical Study
Diana Bonfim (B.Portugal), Qinglei Dai (UNL), and Francesco Franco (UNL)
Wednesday, November 28, 2007, 17:30, Sala 260

 

The determinants of initial stock repurchases
Luís Krug Pacheco (Universidade Católica Portuguesa e Centro Regional do Porto)
Tuesday, October 16, 2007, 17:30, Sala 260

 

Do non-listed small and medium size firms use Pecking Order financing?
Jan Bartholdy and Cesário Mateus
Thursday, July 19, 2007, 17:30, Sala 260

 

A Catering Theory of Earnings Management
Shiva Rajgopal and Laksmanan Shivakumar (London Business School)
Thursday, June 14, 2007, 17:30, Sala do Conselho

 

The More, the Merrier: An International Analysis of the Frequency of Dividend Payments
Stephen Ferris, Gregory Noronha (Milgard School of Business, University of Washington Tacoma) and Emre Unlu
Thursday, May 17, 2007, 17:30, Sala do Conselho

 

The Practice of Corporate Finance in an Emerging Market: Preliminary Evidence from the Brazilian Survey
Cristiane Benetti, Roberto Decourt and Paulo Terra (Universidade Federal do Rio Grande do Sul)
Thursday, April 19, 2007, 17:30, Sala do Conselho

 

Deposit Insurance Coverage, Credibility of Non-insurance, and Banking Crises
Apanard Angkinand and Clas Wihlborg (Copenhagen Business School e University of California, Riverside)
Thursday, March 29, 2007, 17:30, Sala do Conselho

 

Dominant Shareholders, Corporate Boards and Corporate Value: A Cross-Country Analysis
Jay Dahya (City University of New York, Baruch College), Orlin Dimnitrov and John McConnell
Thursday, January 25, 2007, 17:30, Sala do Conselho

 

Evidence on the Costs and Benefits of Bond IPOs
Galina Hale (Federal Reserve Bank of San Francisco) and João Santos (Federal Reserve Bank of New York)
Thursday, December 7, 2006, 17:30, Sala do Conselho

 

A Two-Part Regression Model for the Capital Structure Decisions of Micro, Small, Medium, and Large Firms
Jacinto Vidigal (Universidade de Évora) and Joaquim Ramalho (Universidade de Évora)
Thursday, November 23, 2006, 17:30, Sala do Conselho

 

Ex-Dividend Pricing, Taxes and Arbitrage Opportunities: the Case of the Portuguese Stock Exchange
Miguel Sôro (BES)
Thursday, October 26, 2006, 17:30, Sala do Conselho

 

What Best Explains the Cross-Section of Stock Returns? Exploring the Asset Growth Effect
Michael Schill (University of Virginia)
21/9/2006

 

Microstructure and Ambiguity?
David Easley and Maureen O'Hara (Cornell University)
5/6/2006

 

What Fundamental Factors Drive Global Stock Returns?
Andrew Karolyi (Fisher College of Business Ohio State University)
27/4/2006

 

Asset Prices Under Short-Sale Constraints
Jiang Wang (Sloan School of Management, MIT)
23/3/2006

 

Liquidity and The Law of One Price: The Case of the Cash/Futures Basis
Avanidhar Subrahmanyam (UCLA)
3/2/2006

 

Yransition Models for Credit Ranking Migrations
António Monteiro (Free University Amsterdam & Tinbergen Institute)
15/12/2005

 

Liquidity and Market Efficiency
Tarun Chordia (Emory University)
24/11/2005

 

Does Sovereign Debt Ratings News Spillover to International Stock Markets?
Paulo Gama (Universidade de Coimbra)
3/11/2005

 

Recomendações de Analistas de Casas de Investimento Portuguesas
Ruben Barreto (FEP)
22/9/2005.

 

Corporate Governance and Value in Brazil (and in Chile)
Ricardo P. C. Leal e André L. Carvalhal-da-Silva (COPPEAD, Universidade Federal do Rio de Janeiro)
16/6/2005.

 

Corporate Governance and Earnings Management in Spain
Beatriz García Osma (Lancaster University, UK) and Belén Gill de Albornoz Noguer (Universitat Jaume I, Spain)
2/6/2005.

 

Property Investment Research: an Agenda
Andrew Baum (University of Reading)
12/5/2005.

 

Is Best Really Better? Internalization in Xetra BEST
Erik Thiessen (University of Bonn) e Joachim Grammig (University of Tuebingen)
21/04/2005.

 

Governance Costs and the Allocation of Inventories Between Suppliers and Customers
Manuela A. Marques (Universidade Católica Portuguesa) e Gary W. Emery (University of Oklahoma)
21/04/2005.

 

The Persistence of European Bond Fund Performance: Does Conditioning Information Matter?
Florinda Silva (U. Minho), Maria do Céu Cortez  (U. Minho) e Manuel Rocha Armada (U. Minho)
31/03/2005

 

Do Macro-Financial Variables Matter for European Bank Margins and Profitability?
Margarida Abreu (ISEG) e Victor Mendes (CMVM)
21/02/2005

 

Effects Associated with Index Composition Changes: Evidence from the Euronext Lisbon Stock Exchange
João Duque (ISEG)
31/01/2005

 

Self-Interest on Mutual Fund Management: Evidence from the Portuguese Market
Carlos H. Alves (FEP)
16/12/2004

 

Option Valuation with Long-run and Short-run Volatility Components
Peter F. Christoffersen (McGill University and CIRANO)
25/11/2004

 

Look at Me Now: The Role of Cross-Listing in Attracting U.S. Investors
Frank Warnock (Federal Reserve Board  e Darden Graduate School of Business Administration, University of Virginia)
4/11/2004

 

Debt and Taxes: Evidence from bank financed small and medium sized firms
Cesário Mateus (The Aarhus School of Business)
28/10/2004

 

Where is the Market? Evidence from Cross-Listings
Marco Pagano (University of Naples)
27/09/2004

 

Investor Protection and Asset Prices
Rui Albuquerque (Rochester University)
22/06/2004

 

Flows, Performance, and Managerial Incentives in Hedge Funds
Vikas Agarwal (Georgia State University)
31/05/2004

 

Local Market Integration And Control Rights
Loriana Pelizzon (University of Padova)
22/04/2004,

 

Determinants of Mutual Fund Performance Persistence: A Cross-Sector Analysis
Aneel Keswani (City Business School)
25/03/2004

 

A Model of Geographical and Industrial Diversification
Sofia B. Ramos (ISCTE)
12/02/2004

 

The Conditional Distribution of Real Estate Returns: Are Higher Moments Time Varying?
Kanak Patel (Cambridge)
29/01/2004

 

The European Financial Union: a New Approach to Financial Integration
Paulo Alves (ISCTE e CMVM)
18/12/2003

 

Capital Structure Policy and Determinants: Evidence from the Portuguese Banking Industry
Manuel de Oliveira Marques (FEP) e Mário Coutinho dos Santos (Universidade Católica Portuguesa e Universidade de Aveiro)
14/11/2003

 

Sources of Gains from International Portfolio Diversification
Nuno Fernandes (Universidade Católica Portuguesa)
23/10/2003

 

The Determinants of the Choice of Debt Terms in Eurobond Issues
Rosário Correia (FEP)
5/06/2003

 

International Evidence on Financial Derivatives Usage
Gregory Brown (North Carolina)
5/06/2003

 

Changing Names With Style: Mutual Fund Name Changes And Their Effects On Fund Flows
Raghavendra Rau  (Krannert Graduate School of Management, Purdue University)
8/05/2003

 

An Analysis of Bankruptcy Bargaining in the U.S. 
Maria Carapeto (Cass Business School, City University)
10/04/2003

 

Real Effects of Equity Market Liberalization
Geert Bekaert (Columbia Business School)
13/03/2003

 

An Analysis of Shareholder Agreements
Michel Habib (University of Zurich)
20/02/2002

 

Dividend Policy, Corporate Governance and the Managerial Entrenchment Hypothesis: An Empirical Analysis
Jorge Farinha (FEP)
12/12/2002

 

Are European Corporations Fleecing Minority Shareholders: Results from a New Empirical Approach
Gilberto Loureiro (UMinho)
14/11/2002

 

Evaluating Market Supervision through an Overview of Trading Halts in the Portuguese Stock Market
João Duque (ISEG)
17/10/2002

 

The Cost of Barriers to Entry:
Evidence from the Market for Corporate Euro Bond Underwriting
João Santos (Federal Reserve Bank of New York)
26/09/2002

 

Dealer Liquidity in an Auction Market: Evidence from the London Stock Exchange
Sylvain Friederich (Bristol)
5/07/2002

 

Herding Behavior: Evidence from Portuguese Mutual Funds
Júlio Lobão (IESF)
20/06/2002

 

Building Relationships Early: Banks in Venture Capital
Thomas Hellmann (Stanford)
9/05/2002

 

Mean-Semivariance Behavior (II): The D-CAPM
Javier Estrada (IESE)
12/04/2002

 

The Stock Market Response to Changes in Business Combinations Accounting 
Henri Servaes (LBS)
11/03/2002

 

Evidence of Information Spillovers in the Production of Investment Banking Services  
William Wilhelm (Oxford)
25/02/2002

 

Corporate governance policy and company performance: the Portuguese case  
Carlos Alves (FEP)
31/01/2002

 

Bookbuilding: How Informative is the Order Book? 
Francesca Cornelli (LBS)
17/12/2001

 

Active Agents, Passive Principals: the Role of the Chief Executive in Corporate Strategy Formulation and Implementation 
Clara Costa Raposo (ISCTE)
12/11/2001

 

What is the Function of the Shareholder Meeting?
Evidence from the U.S. Proxy Voting Process
Ernst Maug (Berlim)
18/10/2001

 

Evaluation of Investment Strategies with Options
Ana Cristina Fernandes (UM)
21/09/2001

 

Forecasting Spot Interest Rate Volatility
Miguel A. Ferreira (ISCTE)
22/06/2001

 

Conditional Models and Performance Persistence in Portfolio Performance Evaluations
Maria do Céu Cortez (UMinho)
01/06/2001