Are Cross-Sectional Differences in Ex-Dividend Stock Returns Priced By The Options Markets?

You are cordially invited to attend the FRE Lecture Series on Monday, March 26th at 4:30PM in the Event MakerSpace. Dr. Brian Healy will present a lecture on the following topic: Title: Are Cross-Sectional Differences in Ex-Dividend Stock Returns Priced By The Options Markets? Abstract: I find that the implied dividend for a stock, calculated on its cum-dividend date, contains information on its … Continue reading Are Cross-Sectional Differences in Ex-Dividend Stock Returns Priced By The Options Markets?

CFEM Seminar: Paul Besson (Kepler-Cheuvreux) – Stylized facts of European Market Microstructure

CFEM Seminar: Paul Besson (Kepler-Cheuvreux) – Stylized facts of European Market Microstructure  Wednesday, March 28, 2018 at 6:00pm  Cornell Tech, 2 W Loop Rd, New York, NY 10044, Bloomberg 061 Please register at https://cornell.qualtrics.com/jfe/form/SV_0HBNStYpAov4b0F.   We will review the main changes in European liquidity over the ten year since MiFID I was implemented and the introduction … Continue reading CFEM Seminar: Paul Besson (Kepler-Cheuvreux) – Stylized facts of European Market Microstructure

CFEM Seminar: Philip Maymin (Bridgeport) – The Automated General Manager: Can an Algorithmic System for Drafts, Trades, and Free Agency Outperform Human Front Offices?

CFEM Seminar: Philip Maymin (Bridgeport) – The Automated General Manager: Can an Algorithmic System for Drafts, Trades, and Free Agency Outperform Human Front Offices?  Wednesday, April 11, 2018 at 6:00pm  Cornell Tech, 2 W Loop Rd, New York, NY 10044, Bloomberg 061 Please register at https://cornell.qualtrics.com/jfe/form/SV_0ibhnZET7fL8Bx3. An automated system using machine learning methods, applied to a … Continue reading CFEM Seminar: Philip Maymin (Bridgeport) – The Automated General Manager: Can an Algorithmic System for Drafts, Trades, and Free Agency Outperform Human Front Offices?

CFEM Seminar: Alexander Lipton (Stronghold Labs) – Asset-backed Currencies in Retrospective and Perspective

CFEM Seminar: Alexander Lipton (Stronghold Labs) – Asset-backed Currencies in Retrospective and Perspective  Wednesday, April 18, 2018 at 6:00pm  Cornell Tech, 2 W Loop Rd, New York, NY 10044, Bloomberg 061 Please register at https://cornell.qualtrics.com/jfe/form/SV_b15SjzNazI9zkzz.   The modern financial system has introduced some fundamental problems into society. In order to increase transparency and minimize risk, the … Continue reading CFEM Seminar: Alexander Lipton (Stronghold Labs) – Asset-backed Currencies in Retrospective and Perspective

Collaborative events organized by Bloomberg LP, Global Risk Institute, Cornell Financial Engineering Manhattan, International Association of Quantitative Finance (IAQF), NYU Courant Institute of Mathematical Sciences, and NYU Tandon School of Engineering.