Events
VAR Research Day in December 2019
The VAR project held the third VAR research day on 04 December 2019. The agenda includes:
14:00 Welcome by John Cotter
14:05-14:35 Anita Suurlaht: A survival guide to a PhD
14:35-15:00 Yan Wang: Option Implied Tail Risk and Expected Stock Returns
15:00-15:25 Mohamad Faour: Is no news good news? The case of no-change dividend announcements
15:25-15:40 Shivam Agarwal: Innocent unless proven guilty? Regulatory risk contagion in financial institution peer firms
15:40-15:55 Yuting Chen: Sentiment-augmented bubble detection and prediction 15:55-16:10 Xuanyu Yue: Identifying the sources of uncertainty of air passenger demand: a European Study
16:10-16:25 Parvati Neelakantan: Is firm-level clean or dirty innovation valued more?
16:25-16:40 Huayuan Dong: Rogue Traders
16:40-16:55 Ferdinantos Kottas: Factor Structure of Green and Red Securities
16:55-17:10 Emmanuel Erem: Investigating De facto and De jure exchange rate regimes
17:10-17:25 Illia Kovalenko: Portfolio optimization based on Stochastic Dominance: A forward looking approach
17:25-17:30 Diego Perez Guisande, Kushagra Jain and Ioannis Ropotos
17:30-18:00 Conall O’Sullivan: Limits-to-arbitrage and ex-dividend day stock returns in
European markets
18:00 Close Remarks John Cotter
18:05 Social Event