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Prof. Todd A. Gormley from Washington University in St. Louis: Empirical Methods in CF

2020年07月21日 14:52  点击:[]

TopicEmpirical Methods in CF 

Speaker:Prof. Todd A. Gormley from Washington University in St. Louis

Time:9:00am-12:00am,July 27th/28th/30th/31th (Monday, Tuesday, Thursday, Friday)

Addr:Zoom


About the speaker:


Todd Gormley is an Associate Professor of Finance at the Olin Business School at Washington University in St. Louis and Academic Director of their Global Master of Finance Program. He originally joined Olin in 2006 after graduating from M.I.T. with his PhD in Economics before moving to The Wharton School in 2009 and then returning to Olin in 2016. His earlier research focuses on why managers sometimes fail to act in the best interest of shareholders and what governance arrangements mitigate these conflicts. His most recent research has analyzed the impact of passive institutional investors on both firms’ governance structures and the strategic choices of outside activists and whether common ownership by institutional investors affects managers’ incentives. Todd’s research has won numerous best paper awards, and he previously served as an Associate Editor at the Review of Financial Studies and currently serves as an Associate Editor at both the Review of Finance and Journal of Financial & Quantitative Analysis.


How to join us:

1.SWUFE faculty, staff, and students are invited to participate in the lecture series. Please use your university e-mail to send gongmx@swufe.edu.cn an e-mail expressing your interest in joining the lecture series, we will send you the meeting IDs.

2.For scholars outside SWUFE interested in Corporate Finance and related areas, please send your CV to 340322557@qq.com or gongmx@swufe.edu.cn.


Institute of Financial Studies

Tel: 028-87099046   028-87099047

Email: gongmx@swufe.edu.cn


上一条:Prof. Mark V. Loewenstein from University of Maryland: Does Speculation in Financial Markets Have Real Effects? 下一条:Prof. Robert L. Kimmel: Evaluation of Asset Pricing Models: Optimal Risk Premia and Goodness-of-Fit Measures

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