VAR Research Days in November 2020

The VAR project held their VAR Research Days event on 25-26 November 2020 via zoom. Research was presented by the following early career researchers:

• Mohamad Faour: Is no news good news? The case of no-change dividend announcements
• Bardia Khorsand: Dividend Smoothing and Firm Value
• Iason Kynigakis: Using Machine Learning to Estimate High-Dimensional Factor Models and Their Application to Portfolio Optimization
• Shivam Agarwal: Forward Guidance by the FCA:  We Do What We Say?
• Illia Kovalenko: Portfolio optimization with Stochastic Dominanceconstraints based on Options and Copulas
• Xuanyu Yue: Passenger flows and supply patterns of air transport service: a European study
• Parvati Neelakantan: Capital regulation, risk taking andmonetary policy
• Huayuan Dong: Rogue traders
• Emmanuel Erem: Investigating Exchange Rate Behaviour 
• Ferdinantos Kottas: Performance and Factor Structure of Green, Grey and Red Securities
• Kushagra Jain: Does international diversification evaporate with time?
• Ioannis Ropotos: Market Integration across US firms: An Institutional Ownership's perspective
• Diego Perez Guisande: Institutional Investing and Banking Scandals: LIBOR, Information Asymmetries and Ethics.