American Finance Association Annual Meeting 2018

Written on 15 January 2018.


Recent research by Professor Raman Uppal, Academic Director of the EDHEC PhD in Finance programme  and programme alumnus Dr Gideon Ozik, PhD (2012) was showcased at the AFA Annual Meeting 2018 (Philadelphia, January 5-7, 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).

 

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