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Description

All Wharton Finance Ph.D. students are welcome to participate in this Macro Reading Group.
The meetings will be held every Monday from noon to 1pm. Lunch boxes and refreshments will be served.
Each participant is required to attend every meeting and to present once per semester.

Schedule - Spring 2009 - Meet Mondays @ 12pm

  1. 03/25/2009 - Finance Conference Room
    Presentation by Bernard Dumas
  2. 04/01/2009- Finance Conference Room
    Presentation by Andrew MacKinlay
    Hui Chen, Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
  3. 04/08/2009- Finance Conference Room
    Presentation by Brent Glover
    Caballero and Krishnamurthy, Collective Risk Management in a Flight to Quality Episode
  4. 04/15/2009- Finance Conference Room
    Presentation by Oliver Levine
    Eisfeldt and Papanikolau, Organization Capital and the Cross-Section of Expected Returns
  5. 04/22/2009- Finance Conference Room
    Presentation by Robert Ready
    Phillipe Muller, Credit Spreads and Real Activity
  6. 04/29/2009- Finance Conference Room
    Presentation by Thomas Plank
    Chari, Christiano and Kehoe, Facts and Myths about the Financial Crisis of 2008
  7. 05/11/2009 - Finance Conference Room
    Presentation by Indraneel Chakraborty
    Bhamra, Kuhn, and Strebulaev, The Levered Equity Risk Premium and Credit Spreads: A Unified Framework
  8. 05/18/2009 - Finance Conference Room
    Presentation by Marie-Helene Gagnon
    Lewellen, Nagel, and Shanken, A Skeptical Appraisal of Asset-Pricing Tests
    [paper]
  9. 05/25/2009- Finance Conference Room
    Presentation by Lucy Jin
    Wu, Zhang, and Zhang, The q-theory Approach to Understanding the Accrual Anomaly
    [paper]
  10. 06/01/2009 - Finance Conference Room
    Presentation by James Park
    Gilchrist, Yankov, and Zakrajsek, Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets
    [paper]
  11. 06/08/2009 - Finance Conference Room
    Presentation by Myat Mon
    Dow, Gorton, and Krishnamurthy, Equilibrium Investment and Asset Prices under Imperfect Corporate Control
    [paper]
  12. 06/15/2009 - Finance Conference Room
    Presentation by Michael Michaux
    Abramov, Cederburg, and Hore, Cross-Sectional Asset Pricing Puzzles: An Equilibrium Perspective
    [paper]

Suggested Papers

  1. Doron Abramov and Satadru Hore, 2008, Momentum, Information Uncertainty, and Leverage – an Explanation Based on Recursive Preferences
  2. Doron Abramov and Scott Cederburg, Satadru Hore, 2008, Cross-Sectional Asset Pricing Puzzles: An Equilibrium Perspective.
  3. Carlson, Murray, Adlai Fisher, and Ronald Giammarino, 2007, Corporate Investment and Asset Price Dynamics: Implications for the Cross-Section of Returns, Journal of Finance.
  4. Fischer, Edwin, Heinkel, Robert, and Zechner, Josef, Dynamic Capital Structure Choice: Theory and Tests, Journal of Finance 44, 19-40, 1989.
  5. Goldstein, Robert, Ju, Nengjiu, and Leland, Hayne, An EBIT Based Model of Dynamic Capital Structure, Journal of Business 74, 483-512, 2001.
  6. Covas and den Haan, 2007, The Role of Debt and Equity over the Business Cycle, University of Amsterdam.
  7. Mark Broadie, Mikhail Chernov, and Suresh Sundaresan, 2007, Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11, Journal of Finance.


File translated from TEX by TTH, version 3.77.
On 25 Oct 2009, 17:49.