HSE Research Seminars

Jointly organized by

Faculty of Economic Sciences (FES)

International College of Economics and Finance (ICEF)

2 April 2024:

Time: 16:20-17:40 GMT+3

Topic: "Robustness, Heavy-Tailedness and Dependence in Economics and Finance: Market (In-)Efficiency, Volatility Clustering, Stock Return Predictability, Income Inequality and Beyond" (joint with Anton Skrobotov, Rasmus Pedersen, Jihyun Kim and Siyun He)

Online: Zoom link (ID 841 3963 8786, passcode 111111)

Offline: T824 (Pokrovsky Blvd, 11)

28 March 2024:

Time: 16:20-17:40 GMT+3

Topic: "Altruistic punishment as norm-signaling: A model and experimental evidence" (joint with Axel Ockenfels)

Online: Zoom link (ID 886 5852 5747, password 111111)

Offline: T824 (Pokrovsky Blvd, 11)

           2 April 2024   Rustam Ibragimov

   23 May 2024   Han Ozsoylev

   30 May 2024   Gilles Saint-Paul

   20 June 2024   Jackie Zhang

You may also be interested in the Macro-Finance seminar series jointly organized by the Bank of Russia, the New Economics School and HSE (ICEF/FES), on Tuesdays.

The webinar is open for all to attend. Subscribe to our mailing list for updates.


Past seminars:

          2 April 2024     Rustam Ibragimov  "Robustness, Heavy-Tailedness and Dependence in Economics and Finance: Market (In-)Efficiency, Volatility Clustering, Stock Return Predictability, Income Inequality and Beyond" (joint with Anton Skrobotov, Rasmus Pedersen, Jihyun Kim and Siyun He)

     28 March 2024     Kiryl Khalmetski  "Altruistic punishment as norm-signaling: A model and experimental evidence" (joint with Axel Ockenfels)

     14 March 2024     Sara Shahanaghi  "Investment Timing and Reputation

   12 October 2023     Maxim Senkov  "Optimally Biased Expertise" (joint with Andrei Matveenko, Pavel Ilinov, and Egor Starkov)

     5 October 2023     Anja Prummer  "An Organizational Theory of Unionization" (joint with Francesco Squintani)

6 September 2023     Andrey Golubov  "Valuation uncertainty" (joint with Theodosa Konstantinidi)

   15 June 2023     Subrato Banerjee  "Fairness is flexible: A study of competing focal points" (joint with Priyanka Kothari and Prabal Roy Chowdhury)

27 December 2021     Olesya Grishchenko  "Highs and lows of the inflation risk premium: implications for the  monetary policy in the current economic environment"

16 December 2021     Yi-Chun Chen  "Information Design in Optimal Auctions" (joint with Xiangqian Yang)

13 December 2021     Mikhail Panov  "Agreements of Continuous-Time Games"

  6 December 2021     Oleg Baranov   "The VCG mechanism, the core, and assignment stages in auctions" (joint with Lawrence M. Ausubel)

   2 December 2021    Muhamet Yildiz   "Culture and Communication" (joint with Rajiv Sethi)

25 November 2021    Michael Weber   "Big G" (joint with Lydia Cox, Gernot J. Müller, Ernesto Pasten, and Raphael Schoenle)

18 November 2021    Erik Hornung   "Flow of Ideas: Economic Societies and the Rise of Useful Knowledge" (with Francesco Cinnirella and Julius Koschnick)

     28 October 2021    Ronen Gradwohl   "Herd Design" (joint with Itai Arieli and Rann Smorodinsky)

     21 October 2021    Alexander Nesterov   "Incentives in matching markets: counting and comparing manipulating agents" (joint with Somouaoga Bonkoungou)

     11 October 2021    Yixiao Sun   “Support Vector Decision Making”

       4 October 2021    Gilles Saint-Paul   "Consumer society and the middle class"

27 September 2021    Frederic Malherbe   "The Cross-border Effects of Bank Capital Regulation" (joint with Saleem Bahaj)

23 September 2021    Sarah Zubairy   "State dependent government spending multipliers: Downward nominal wage rigidity and sources of business cycle fluctuations" (joint with Yoon J. Jo)

20 September 2021    Sebastian Fehrler   "Committee Decision-Making under the Threat of Leaks" (with Volker Hahn)

13 September 2021    Daniel L. Chen   "Training Policymakers in Econometrics" (with Sultan Mehmood and Shaheen Naseer)

     24 June 2021    Alessandro Pavan   "Keeping the Agents in the Dark: Private Disclosures in Competing Mechanisms" (with Andrea Attar, Eloisa Campioni and Thomas Mariotti)

     17 June 2021    Kjell G. Nyborg   "The Price of Money: How Collateral Policy Affects the Yield Curve" (joint with Jiri Woschitz)

     10 June 2021    Marco Ottaviani   "Grantmaking"

       8 June 2021    Pierre Collin-Dufresne   "How integrated are credit and equity markets? Evidence from index options" (with Benjamin Junge and Anders B. Trolle)

       4 June 2021    Qingmin Liu   "Strategic Exploration: Preemption and Prioritization" (with Yu Fu Wong)

     26 May 2021    Marco Pagano   "The Geography of Investor Attention" (with Stefano Mengoli and Pierpaolo Pattitoni)

     20 May 2021    Ömer Özak   "Millet, Rice, and Isolation: Origins and Persistence of the World’s Most Enduring Mega-State" (with James Kai-sing Kung, Louis Putterman and Shuang Shi)

     17 May 2021    Andrea Weber   "Internal Labor Markets: A Worker Flow Approach" (with Ingrid Huitfeldt, Andreas Kostol and Jan Nimczik)

     13 May 2021    Ismir Mulalic   "Productivity effects of an exogenous improvement in transport infrastructure: accessibility and the Great Belt Bridge" (with Bruno De Borger and Jan Rouwendal)

     12 May 2021    Ralph De Haas   LFE Workshop in Finance 

           29 April 2021    Iván Marinovic   "Information Design in Financial Markets" (with Davide Cianciaruso and Kevin Smith)

           26 April 2021    David Pérez-Castrillo   "Goal-oriented agents in a market" (with Inés Macho-Stadler and Nicolas Quérou)

       22 April 2021    Sílvia Gonçalves   "Impulse response analysis for structural dynamic models with nonlinear regressors" (joint with Ana María Herrera, Lutz Kilian and Elena Pesavento)

           19 April 2021    Friederike Mengel   "Irrational Statistical Discrimination" (joint with Pol Campos Mercade)

  15 April 2021    Olivier Tercieux   "Optimal Queue Design" (joint with Yeon-Koo Che)

    12 April 2021   Rosa Ferrer    "Consumers' Costly Responses to Product-Harm Crises" (joint with Helena Perrone)

      8 April 2021   Jiangtao Li    "Are Simple Mechanisms Optimal when Agents are Unsophisticated?" (joint with Piotr Dworczak)

        25 March 2021   Daniel Neuhann    "Risk-Sharing, Investment, and Asset Prices According to Cournot and Arrow-Debreu" (joint with Michael Sockin)

        22 March 2021   Yoto Yotov    "From Theory to Policy with Gravitas: A Solution to the Mystery of the Excess Trade Balances" (joint with Gabriel Felbermayr)

        18 March 2021   Benjamin Hébert    "Externalities as Arbitrage

          4 March 2021   Alex Suzdaltsev    "An Optimal Distributionally Robust Auction

     4 February 2021   Sergey Kichko    "Working from home: Too much of a good thing?" (joint with Kristian Behrens and Jacques-François Thisse)

 14 December 2020   Christophe Spaenjers    "Biased Auctioneers" (joint with Mathieu Aubry, Roman Kräussl, and Gustavo Manso)

 10 December 2020   Nora Traum    "The Macroeconomic Effects of Carbon Taxes: The Role of Investment and Emission Rate Heterogeneity" (joint with Giuseppe Fiori)

   7 December 2020   Aislinn Bohren    "Inaccurate Statistical Discrimination: An Identification Problem" (joint with Kareem Haggag, Alex Imas and Devin Pope)

   4 December 2020   Alex Imas    "Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors" (joint with Klakow Akepanidtaworn, Rick Di Mascio, and Lawrence Schmidt)

 30 November 2020   Dan Bernhardt    "Uncovering the impacts of endogenous liquidity consumption in intraday trading patterns" (joint with Yashar Barardehi)

 26 November 2020   Shaowei Ke    "Behavioral Neural Networks" (joint with Chen Zhao, Sung-Lin Hsieh, and Zhaoran Wang)

 23 November 2020   Ralph Ossa    "Are Trade Agreements Good for You?" (joint with Giovanni Maggi)

 19 November 2020   Itay Goldstein    "Liquidity Transformation and Fragility in the US Banking Sector" (joint with Qi Chen, Zeqiong Huang and Rahul Vashishtha)

 16 November 2020   Juliane Begenau    "A Q theory of banks" (joint with Saki Bigio, Jeremy Majerovitz and Matias Vieyra)

 12 November 2020   Luca Braghieri    "Social Image, Information, and Political Correctness

   9 November 2020   Matt Jackson    "The Role of Referrals in Inequality, Immobility, and Inefficiency in Labor Markets" (joint with Lukas Bolte and Nicole Immorlica)

   2 November 2020   Paolo Surico    "Capital, Income Inequality and Consumption" (joint with Florin O. Bilbiie and Diego R. Kanzig)

     29 October 2020   Christoph Siemroth    "The limits of information aggregation in dynamic limit order markets" (joint with Ji Hee Yoon)

     22 October 2020   Štěpán Jurajda    "Minimum wage price pass-through: the case of McDonald’s restaurants" (joint with Orley Ashenfelter)

     15 October 2020   John C.F. Kuong    "The design of a central counterparty" (joint with Vincent Maurin)

       8 October 2020   Toni Whited    "Taxes Depress Corporate Borrowing: Evidence from Private Firms" (joint with Ivan Ivanov and Luke Pettit)

       5 October 2020   Felipe Valencia Caicedo    "The Long Shadow of the Spanish Civil War" (joint with Ana Tur-Prats)

       1 October 2020   Dmitry Mukhin    "Mussa Puzzle Redux" (joint with Oleg Itskhoki)

28 September 2020   Alejandro Cuñat    "Bilateral trade imbalances" (joint with Robert Zymek)

24 September 2020   Chris Hennessy    "Ideology and econometric output

21 September 2020   Morten Nielsen    "Statistical inference in the multifractional cointegrated VAR model" (joint with Soren Johansen)

17 September 2020   Elliot Lipnowski    "Rank Uncertainty in Organizations" (joint with Marina Halac and Daniel Rappoport)

14 September 2020   Christian Brownlees    "Backtesting Global Growth-at-Risk" (joint with Andre B.M. Souza)

  4 September 2020   Gilat Levy    "Misspecified politics and the recurrence of populism" (joint with Ronny Razin and Alwyn Young)