Financial Market Volatility Professors in Global

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Rick Nason
Dalhousie University Canada
financial markets
financial risk management
financial crisis
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Michal Dzielinski
Stockholm University Sweden
financial markets
economic uncertainty
investor behavior
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Jeremy Michels
Purdue University United States of America
financial markets
investor behavior
capital markets
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Aditya Kaul
University of Alberta Canada
volatility
financial markets
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Loriano Mancini
Università della Svizzera italiana Switzerland
volatility
liquidity risks
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Savitar Sundaresan
Imperial College London United Kingdom
financial markets
financial uncertainty
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Urban Jermann
University of Pennsylvania United States of America
financial markets
international financial markets
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Valeri Sokolovski
University of Alberta Canada
financial markets
financial derivatives
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Thomas Mccurdy
University of Toronto Canada
financial markets
financial derivatives
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Glen Donaldson
University of British Columbia Canada
financial markets price behavior
volatility forecasting
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Amil Dasgupta
London School of Economics and Political Science United Kingdom
financial markets
financial crises
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Dmitri Vinogradov
University of Glasgow United Kingdom
financial markets
financial crises
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Ansgar Walther
University of Oxford United Kingdom
financial markets
financial crises
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Guillermo Ordonez
University of Pennsylvania United States of America
financial markets
financial crises
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Mathieu Fournier
University of New South Wales Australia
financial markets
financial instruments
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James Thompson
University of Waterloo Canada
financial markets
financial risk management
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Fangming Xu
University of Bristol United Kingdom
financial markets
market anomalies
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Joseph Decoste
University of New Brunswick Canada
financial markets
financial asset pricing
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Michael Magill
University of Southern California United States of America
financial markets
economic uncertainty
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Maria Pacurar
Dalhousie University Canada
financial markets
financial risk assessment
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Jeffrey Wong
Macquarie University Australia
financial markets
market behavior
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