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Adam Farago

Universitetslektor

Institutionen för nationalekonomi med
statistik
Telefon
Besöksadress
Vasagatan 1
41124 Göteborg
Rumsnummer
D-509
Postadress
Box 640
40530 Göteborg

Om Adam Farago

I received my PhD in finance at the Stockholm School of Economics in 2014. Since then I am at the University of Gothenburg.

For detailed information about my current research, please visit my personal page here.

 

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Forskningsområden

  • Financial Economics, Asset Pricing, Portfolio Choice, Behavioral Finance, and Financial Econometrics

Undervisningsområden

  • Finance, Econometrics

Utvalda publikationer

Asymmetries and Portfolio Choice
Dahlquist, Magnus, Farago, Adam, Tédongap, Roméo
The Review of financial studies, 30:2, s. 667-702, 2017

Downside risks and the cross-section of asset returns
Farago, Adam, Tedongap, R.
Journal of Financial Economics, 129:1, s. 69-86, 2018

Stock Price Co-Movement and the Foundations of Pairs Trading
Farago, Adam, Hjalmarsson, Erik
Journal of Financial and Quantitative Analysis, 2019