【Topic】Time-Varying Momentum Payoffs and Illiquidity
【Speaker】Doron Avramov，Professor, The Hebrew University of Jerusalem
【Time】10:30—12:00, 2014-02-28，Friday
【Venue】Room 501, Weilun Building, Tsinghua SEM.
【Organizer】Department of Finance
【Target Audience】Faculty Members and Graduate Students
Professor Avramov's research interests focus on asset pricing. He has researched topics such as predicting stock returns, deriving and implementing asset-pricing tests, understanding financial market anomalies empirically and theoretically, investing in mutual funds and hedge funds, financial econometrics, and stock-return autocorrelation, volatility, and liquidity. His work has been published in Journal of Financial Economics, Review of Financial Studies, Financial Analyst Journal, Journal of Business, Journal of Finance, and Journal of Financial Markets. Prior to pursuing his academic career, Professor Avramov served as an investment banker in Israel, leading fixed income and equity offerings, both in the private and public sectors.
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