Events

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

Speaker: Dr. Brian Healy Abstract: I find that the implied dividend for a stock, calculated on its cum-dividend date, contains information on its subsequent one-day return. I suggest that this is at...

Event Archives

Democratizing Finance: How ETF Revolution Has Reshaped Investing

Dear All, You are cordially invited to attend the upcoming FRE Lecture of Mr. Monish Shah,...

An Introduction to RealDay Options

Dear All, You are cordially invited to attend the upcoming Finance Club Lecture presented by...

Uncloaking Campbell and Shiller’s CAPE: A Comprehensive Guide to its Construction and Use

Dear All, You are cordially invited to attend the upcoming lecture for Dr. Thomas Philips,...

Matlab: Beyond Basics

This tutorial is designed for users who have about a year or two of experience with MATLAB and...

Short Maturity Asian Options in Local Volatility Models

Dear All, You are cordially invited to attend the upcoming lecture for Dr. Lingjiong Zhu,...

FRE Lecture Series: Bounds for VIX Futures Given S&P 500 Smiles

We invite you to the following seminar: Speaker: Julien Guyon, Senior Quant, Bloomberg Abstract: We...