NEOMA BS Finance research seminar series is the research seminar organised by the finance department and is open to all.
This seminar covers all finance-related research field and takes place once a month interval on Thursday between 2:00pm and 4:00 pm at NEOMA BS Paris campus (6 rue Vandrezanne – Immeuble Zenith – 75013 Paris, France).
Each session is composed of two research talks (1 hour per each): one of external invited researcher and the other of internal faculty member.

All past and scheduled seminar are below with details.
Contact for any query about seminar and for research talk proposal: Jung-Hyun AHN (jung-Hyun.ahn@neoma-bs.fr), Pierre Six (pierre.six@neoma-bs.fr) or Bobo Zhang (bobo.zhang@neoma-bs.fr), Professors in Finance and Seminar coordinators.

During the Covid 19 Pandemic, the seminar has been held online, and on a 1 presentation per session basis.

Scheduled seminars 2022-23

The schedule will be updated in a regular basis.

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”