Written on 15 January 2018.
Professor Raman Uppal and his co-authors presented 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 was also showcased (co-authored with Kenneth Froot, Xiaoxia Lou, Ronnie Sadka and Siyi Shen).