University of Essex

Academic Staff

Dr Vivekanand Nawosah

Staff positionLecturer in Finance
Emailvnawo@essex.ac.uk
Telephone01206 873930
RoomEBS 3.53
Office hoursYou can find details of Academic office hours on the EBS UG and PG information page on Moodle or by calling EBS Student Services on 01206873911
Qualifications

BSc (Hons) (Mauritius), MSc and PhD (Exeter)

Research interests
  • Empirical Asset Pricing
  • The Term Structure of Interest Rates
  • Behavioural Finance
  • Real Options 

Teaching responsibilities
  • BE314 Financial Modelling (UG)
  • BE335 Behavioural Finance (UG)
  • BE354 Portfolio Management (PG)
  • BE356 Financial Modelling (Matlab) (PG)
  • BE357 Behavioural Finance (PG)
Publications

Recent papers & publications

A Contingent Claims Analysis of Optimal Investment Subsidy, Journal of Economic Dynamics and Control, Forthcoming 2016 (with Norvald Instefjord and Pei Yang).

Can Behavioural Biases Explain the Rejections of the Expectation Hypothesis of the Term Structure of Interest Rates?, Journal of Banking and Finance 58, Sept. 2015, 179-193 (with George Bulkley and Richard Harris).

Revisiting the Expectations Hypothesis of the Term Structure of Interest Rates, Journal of Banking and Finance 35 (5), May 2011, 1202–1212 (with George Bulkley and Richard Harris).

Can the Cross-Section Dispersion of Expected Stock Returns Explain Momentum?, Journal of Financial and Quantitative Analysis 44 (4), Aug. 2009, 777-794 (with George Bulkley).

Working papers

Overconfidence and the Rational Expectations Model of the Term Structure of Interest Rates (with George Bulkley and Richard Harris).

Non-linearities in Stock Returns: Evidence from Duration Dependence Tests (with George Bulkley).

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