Recent research of EDHEC PhD in Finance programme Academic Director Professor Raman Uppal, and programme alumnus Dr Gideon Ozik, PhD (2012) will be showcased at the AFA Annual Meeting 2018 (Philadelphia, January 5-7, 2018)
Written on 12 December 2017.
EDHEC PhD in Finance Programme Academic Director Professor Raman Uppal and his co-authors will present two papers:
- A Portfolio Perspective on the Multitude of Firm Characteristics co-authored with Victor DeMiguel, Alberto Martin-Utrera and Francisco J. Nogales in the session entitled Big Data and the Cross-Section of Stock Returns
- Financial Innovation and Asset Prices co-authored with Adrian Buss and Grigory Vilkov in the session entitled Asset Pricing: New Theories and Empirical Approaches
In the session entitled Analysts, News, Media and Market Sentiment, programme alumnus Gideon Ozik's paper Media Reinforcement in International Financial Markets will be also showcased (co-authored with Kenneth Froot, Xiaoxia Lou, Ronnie Sadka and Siyi Shen).
Full programme is available here