【Topic】Index Trading, Co-Movement, and Market Predictability

【Speaker】Mark S. Seasholes

【Time】2:30pm~4:00pm, November 6, 2008

【Venue】Room 401, Weilun Building, Tsinghua SEM

【Language】English

【Organizer】Department of Finance

【Co-organizers】Department of Economics, Department of Accounting

【Target Audience】Faculty Members and Graduate Students

【Background Information】

Doctor Griffin received hisPh.D. in Business Economics from Harvard University in 2000. He is currently an Associate Professor of Finance in Hong Kong University of Science and Technology. Hisresearch focuses on investor behavior around the world. He has written on cross-border equity investments, herding behavior of individual investors, and loss aversion. Current work focuses on the role and pricing of liquidity.Doctor Griffin has published in many top-tier finance journals, like Journal of Finance, Journal of Financial Economics, Journal of Empirical Finance, etc.

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