Serguey Khovansky

Profile

Education

Ph.D. in Economics, University of Virginia
M.A. in Economics, University of Virginia
M.A. in Economics, New Economic School
M.Sc. in Physics, St. Petersburg State Technical University

Research & Teaching Interests

Professor Khovansky''s research interests are in the area of empirical finance, financial derivatives, econometrics and econometric applications in finance. His teaching interests include investments, risk management, financial management and international finance.

Services to the Profession

Reviewer for Quantitative Finance, The Financial Review, The Quarterly Review of Economics and Finance. Sessions Organizer, Reviewer, Chair and Discussant for Financial Management Association, Midwest Finance Association, Eastern Finance Association annual meetings.

Publications

Selected Publications

Khovansky, S., Zhylyevskyy, A. (2013). Impact of idiosyncratic volatility on stock returns: A cross-sectional study. Journal of Banking and Finance, 37(8), pp. 3064-3075.

Khovansky, S., Zhylyevskyy, A. (2011). What Can We Learn from a Cross-Section of Returns? Investigation of Idiosyncratic Volatility Range. Proceedings of the Midwest Finance Association Annual Meeting, 2011 (Chicago, IL), Grand Valley State University.

Presentations

Selected Presentations

Khovansky, S. (Presenter & Author), Zhylyevskyy, O. (Author), North American Summer Meeting of the Econometric Society, "Impact of Idiosyncratic Volatility on Stock Returns: A Cross-Sectional Study", North American Summer Meeting of the Econometric Society, Evanston (2012).

Khovansky, S. (Presenter & Author), Zhylyevskyy, O. (Author), Midwest Finance Association Annual Meeting (MFA), "Estimating Idiosyncratic Volatility and Its Effects on a Cross-Section of Returns", Midwest Finance Association, New Orleans, (2012).

Khovansky, S. (Presenter & Author), Zhylyevskyy, O. (Author), Eastern Finance Association Annual Meeting, "Estimating Idiosyncratic Volatility and Its Effects on a Cross-Section of Returns", Eastern Finance Association, Boston, (2012).

Khovansky, S. (Author only), Zhylyevskyy, O. (Presenter & Author), 5th International Conference on Computational and Financial Econometrics, "Cross-Sectional GMM Estimation Under a Common Data Shock", International Conference on Computational and Financial Econometrics, London, UK, (2011).

Khovansky, S. (Author only), Zhylyevskyy, O. (Presenter & Author), Midwest Econometrics Group Meetings, "Cross-Sectional GMM Estimation Under a Common Data Shock", Midwest Econometrics Group, Booth School of Business at the University of Chicago, IL, (2011).