【Topic】 The Role of Investability Restrictions on Size, Value, and Momentum in International Stock Returns
【Speaker】 George Andrew Karolyi
【Time】 13:30pm~15:00pm, March 22, 2012
【Venue】 Room 409 , Weilun Building Tsinghua SEM.
【Organizer】 Department of Finance
【Co-organizers】Department of Economics
【Target Audience】Faculty Members and Graduate Students
Professor Karolyi is an internationally-known scholar in the area of investment management, with a specialization in the study of international financial markets. He has published extensively in journals in finance and economics, including the Journal of Finance, Journal of Financial Economics and Review of Financial Studies, and has published several books and monographs. His research has been covered extensively in print and electronic media, including The Wall Street Journal, Financial Times, The Economist, Time, New York Times, Washington Post, Forbes, BusinessWeek, and CNBC.
He currently serves as editor of the Review of Financial Studies and associate editor of the Journal of Financial Economics. He also served as associate editor of the Journal of Finance before 2010.