News
August 2007
Professor Hsiu-lang Chen presented "Closing and Cloning in Mutual Funds", co-authored with Xiaoqing Hu and Sheldon Gao, at the European Finance Association annual conference in Ljubljana, Slovenia, August 22-25, 2007.
Professor Lan Zhang was invited to deliver a talk on "Locally Parametric Inference in High Frequency Data", at International Statistical Institute 2007, Lisboa, Portugal, August 22-29, 2007.
July 2007
Professor Hefei Wang presented "Staged-Financing Contracts with Accounting Fraud" at the 2007 China International Conference in Finance in Chengdu, China.
Professor Jaeyoung Sung presented "Hierarchical Contract, Firm Size, and Pay Sensitivity," at the 2007 China International Conference in Finance in Chengdu, China.
May 2007
Professor Lan Zhang presented "Microstructure Noise and the Hidden Semimartingale Model", at the Department of Finance and Management Science, Norwegian School of Economics and Business Administration. Bergen, Norway, May 2007.
Professor Hefei Wang presented joint work with Somnath Das, "Pooling the Good and the Bad: a Re-examination of Underwriter Analyst Recommendations" in Lisbon at the 30th annual European Accounting Association Congress.
Professor Lan Zhang presented "Microstructure Noise and the Hidden Semimartingale Model", in a joint seminar at the Department of Finance, and Department of Statistics, London School of Economics. London, UK, May 2007.
Professor Lan Zhang has been invited to present at the, Seminaire Europeen de Statistique 2007, Caragena, Spain, May 6 - 12, 2007. The presentations are organized by the European Mathematical Society together with the European Regional Committee of the Bernoulli Society.
Students Receive Scholarships from Security Traders Association
January 2007
Professor Zhongyang Chen, Renmin University, who was a visiting scholar in the Department in the Fall semester was interviewed about financial conditions in China in the January 8, 2007 China Financial News, which is the leading outlet for financial news in China.
September 2006
Professor Oleg Bonderenko presented, Market Price of Variance Risk and Performance of Hedge Funds, at the CQA meeting, September 14, 2006 in Chicago.
August 2006
Dr. Zhongyang Chen will be visiting the Department during the Fall semester. Dr. Chen visits from Renmin University, Beijing, China where he is an Associate Professor and Director of the Department of Applied Finance. He is also the Founder and Director of Financial Risk Management Studio (FRMS) of the China Financial Policy Research Center. He will teaching MBA 590, Doing Business in China, and FIN 594 Chinese Financial Institutions. His office is 2416UH.
Professor Lan Zhang will present "Estimating covariation: Epps effect, microstructure noise" at the Bachelier Finance Society 2006 Fourth World Congress, Tokyo, Japan, August 17-20, 2006.
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