On 3 February 2020, we have Thiago de Oliveira Souza of University of Southern Denmark visiting us. He is going to give a QSMS seminar on “The X-value factor” at 12:15-13:30 in room A406 in Building Q.
Thiago’s main field is Empirical Asset Pricing. The distinguishing feature in his research is the focus on understanding the links between the cross-sectional and time-series variations in asset returns. Currently, Thiago’s research focuses on how the traditional ICAPM state variables relate to the several cross-sectional premiums in the literature.