Financial Markets and Institutions - Low Volatility Anomaly; Factor Models
Academic Experience
Assistant Professor of Finance, ESCP Business School, Paris, 2020-2021
Academic Services
Ad hoc reviewer at Management Science
Journals
Vasudevan, Ellapulli V. (2023). Some Gains are Riskier than Others: Volatility Changes and the Disposition Effect. Journal of Economic Behavior and Organization, 214, 68-81.
Okat, D., & Vasudevan, Ellapulli V. (2023). Going the Extra Mile: What Taxi Rides Tell Us About the Long-Hour Culture in Finance. Management Science 69(7):4228-4239.
Working Papers & Projects
Working papers can be found at SSRN
Awards & Honors
2016-2020 - Academy of Finland Funding during Ph.D.
