PEF Job Market Candidates

2018/2019

Placement Director:	Prof. Francesco Audrino
Placement Officer:	Mirela Keuschnigg

**Farshid Abdi**, PhD Candidate in Finance
	Farshid Abdi personal webpage ,View CV, Email: farshid.abdi@unisg.ch Job Market Paper: *Cycles of Declines and Reversals following Overnight Market Declines* Research Interests: Market Liquidity, Empirical Market Microstructure, Empirical Asset Pricing, and Foreign Exchange References: Professor Angelo Ranaldo Swiss Institute of Banking and Finance University of St. Gallen Professor Joel Hasbrouck Finance Department Stern School of Business, New York University Professor Loriano Mancini Swiss Finance Institute Institute of Finance, USI Lugano

**Igor Pozdeev**, PhD Candidate in Finance
	Igor Pozdeev personal webpage ,View CV, Email: igor.pozdeev@unisg.ch Job Market Paper: *Variance risk on the FX market* Research Interests: Asset pricing, Monetary policy, FX markets, Option-implied information References: Prof. Paul Söderlind University of St.Gallen

**ANASTASIJA TETEREVA**, Ph.D. CANDIDATE IN FINANCE
Anastasija Tetereva personal webpage,View CV, Email: anastasija.tetereva@unisg.ch Dissertation: Essays on Multivariate Modelling of Financial Markets Using Copula and Sentiment Networks Job Market Paper: *Do financial companies communicate to one another in the news? (Application of multivariate Hawkes graphs to uncover Granger causality of financial news)* Research Interests: Financial Econometrics, Machine Learning, Multivariate Statistics, Sentiment Analysis References: Prof. Francesco Audrino University of St. Gallen Prof. Juan-Pablo Ortega University of St. Gallen Prof. Ostap Okhrin Technical University of Dresden

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