50th thesis defence for the EDHEC PhD in Finance Programme

“Two Essays on Currency Market and Sentiment”

Written on 11 November 2019.


On 8 November 2019, on the EDHEC London campus, the doctoral thesis “Two Essays on Currency Market and Sentiment” was successfully defended by Canada-based candidate Robert Normand, executive-track participant of the EDHEC PhD in Finance programme.

In his first paper “The Value of Currency Forecasts”, Robert Normand examines whether users of consensus currency forecasts can exploit information of relative ranking of currency expected returns. In the second paper “Currency Implied Volatility: A Panel Data Approach”, Robert uses panel data analysis in order to investigate the determinants of currency implied volatility dynamics.

Robert Normand was advised by Professor Abraham Lioui (EDHEC) and his thesis committee also included EDHEC Professor Nikolaos Tessaromatis, and Professor Allan Timmermann (UC San Diego Rady School of Management) who served as external reviewer.

Since programme inception in 2008, Robert Normand has been the "50th candidate" to defend a doctoral  thesis. 

The list of EDHEC PhD in Finance graduate theses and abstracts are available at https://www.edhec.edu/en/phd-finance/doctoral-theses

Photo: PhD candidate Robert Normand (right) with EDHEC PhD in Finance programme director, Professor Nikolaos Tessaromatis

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