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Sermin Gungor
website:
http://userwww.service.emory.edu/~sgungor/
email
: sgungor@emory.edu

Research Fields: Liquidity Risk and Asset Pricing, Testing Asset Pricing Models, Portfolio Theory

 

Dissertation: "Essays on Asset Pricing Models"

 

Research Papers:

"Time-Variation in Liquidity and Portfolio Returns"
"Exact Distribution-Free Tests of Mean-Variance Efficiency" (co-authored with Richard Luger)

 

 

Lei Jiang
email
: ljiang6@emory.edu

Research Fields: Financial Economics, Econometrics

Dissertation: "Essays on Stock Return Predictability and Market Efficiency"

 

Research Papers:

"Stock Return Predictability and the Taylor Rule" (co-authored with Tanya Molodtsova)

"Volatility, liquidity and the speed of convergence to efficiency: Evidence from Chinese stock market"

"Factors affecting the predictive relation between order imbalance and stock return: evidence from China"

 

 

Deliana Kostova
website:
https://webdrive.service.emory.edu/users/dkostov/
email
: dkostov@emory.edu

Research Fields: Health Economics

Dissertation: "Essays on Global Tobacco Use: The Role of Cigarette Prices and Regulation"

 

Research Papers:

"Prices and cigarette demand: evidence from youth tobacco use in developing countries"

"Cigarette prices and smoking initiation and cessation among youth: evidence from developing countries"

"Can the built environment reduce obesity? The impact of residential sprawl and neighborhood parks on obesity and physical activity"

 

 

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