THE PhD IN FINANCE FORUM

Once a year, the EDHEC PhD in Finance Forum showcases the research produced by our PhD candidates and graduates to an international audience of academics and finance practitioners.

THE PhD IN FINANCE FORUM 

 

Become autonomous researchers and life-long innovators

Our experience running the PhD in Finance programme over the last fifteen years strongly suggests that experienced professionals with a strong academic background are capable of high-quality academic research with potential to make a difference in both academia and practice.

Each year, the EDHEC PhD in Finance Forum welcomes PhD candidates, graduates and faculty, who have thereby the opportunity to share their recent research findings. 

 

SAVE THE DATE! Next EDHEC PhD in Finance Forum on 12 June 2025 on the Nice campus

 

 

 

 

LATEST FORUM

 

The sixth EDHEC PhD IN FINANCE FORUM was held online on 6 June 2023. 

 

We were extremely grateful to Professor Neng Wang (Columbia University, NBER) for agreeing to be the Keynote Speaker for this Forum.  


We thank all speakers and participants.

 

 

Agenda

 

 

PAST FORUMS

 

Keynote Speech  

"A p Theory of Government Debt and Taxes"

by Neng Wang, PhD, Chong Khoon Lin Professor of Real Estate and Finance at Columbia University and Research Associate at the National Bureau of Economic Research (NBER)

 
Research Presentations  

"Forecasting Asset Return Volatility from Past Price Data"

Speaker: Nobuaki Kato, PhD (2021)

"Study of Connectedness of Unemployment Growth Rates and GDP - a Network Approach"

Speaker: Aravind Srinivasan, PhD Candidate

"Pricing Climate Uncertainty Risk"

Speaker: Alessandro Gastaldello, PhD Candidate 

"Coverage Levels in Deposit Insurance: to Increase or Not to Increase"

Speaker: Juan Carlos Quintero, PhD (2021) 

"Interpretable Machine Learning in Cryptocurrency Asset Pricing"

Speaker: David Cai, PhD Candidate

Keynote Speech

Markets and Monetary Policy

Speaker: Sydney C. Ludvigson, Julius Silver, Roslyn S. Silver, and Enid Silver Winslow Professor of Economics at New York University

Research Presentations

Brand Values and Long-run Stock Returns, 2000-2020
Speaker: Young Dae Kang, PhD (2022)

Corporate Governance Networks and Financial Performance
Speaker: Annalisa Tonetto, PhD candidate

Time-varying Environmental Beta and Latent Green Factors
Speaker: Emanuele Chini, PhD candidate 

Dynamic ESG Equilibrium
Speaker: Andrea Tarelli, PhD (2014)

Central Bank Monetary Tones and Yields
Speaker: Gideon Ozik, PhD (2012)

 

Keynote Speech 

Reforming the U.S. Treasury market: Lessons Learned from the Covid Crisis
Speaker: Darrell Duffie, Adams Distinguished Professor of Management and Professor of Finance at Stanford University’s Graduate School of Business

Research Presentations

Finding Value Using Momentum
Speaker: Bijon Pani, PhD (2020)

Ambiguous Text
Speaker: Eric Tham, PhD (2021)

Investment Impact in General Equilibrium 
Speaker: Jonathan Harris, PhD (2019)

Strategic Trading when the Market Maker Has a Monopoly on Short-Lived Information
Speaker: Vladislav Gounas, PhD candidate

Mispricing, Short-sale Constraints, and the Cross-section of Option Returns
Speaker: Lakshmi Shankar Ramachandran, PhD (2014)
 

Detailed Programme

 

 

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