![Dr Semih Kerestecioglu Dr Semih Kerestecioglu](/img/200x200/staffpages/uploads/s07sk3/avatar/jYXojCRZrCexMFhYeTbyBEHGMx05KjJ1C4lYvVD5.jpeg)
PhD, MSc, BSc
Lecturer
- About
-
- Email Address
- semih.kerestecioglu@abdn.ac.uk
- Office Address
- School/Department
- Business School
Qualifications
- PhD Finance2021 - University of Liverpool
- MSc Finance and Investment2016 - University of Exeter
- BSc Business Administration2010 - Balikesir University
Latest Publications
Can financial uncertainty forecast aggregate stock market returns?
Financial Markets, Institutions & Instruments , vol. 33, no. 2, pp. 91-111Contributions to Journals: ArticlesEconomic uncertainty: Mispricing and ambiguity premium
European Financial Management, vol. 29, no. 5, pp. 1702-1751Contributions to Journals: Articles
- Research
-
Research Overview
My research interest lies in empirical asset pricing covering areas of pricing anomalies, behavioural finance, market microstructure, security analysts, and recently Climate Finance.
In particular, global challenges having economic circumstances, such as the COVID-19 and climate changes, motivate me for the main question of what drives expected returns and how economic agents affect them. Although, I enjoy approaching to the problem empirically, I have still got a strong incentive to follow and provide theoretical suggestions to improve my insight into the mechanism of the market. For instance, while the recent outbreak offers me a playground to test my empirical questions, I am still willing to test theoretical arguments on economic uncertainty heightened with the pandemic. Considering the developments in quantified measures with real data at the various levels, moreover, I enjoy exploiting data in different concepts to show its in practical applications. This leads me to explore how both the rational and behavioural theories affect investment decisions, contributing not only to the relevant literature but also to investors, policymakers, more broadly, to the society.
Research Areas
Finance
Research Specialisms
- Finance
- Investment
- Financial Management
- Financial Risk
Our research specialisms are based on the Higher Education Classification of Subjects (HECoS) which is HESA open data, published under the Creative Commons Attribution 4.0 International licence.
- Teaching
-
- Publications
-
Page 1 of 1 Results 1 to 2 of 2
Can financial uncertainty forecast aggregate stock market returns?
Financial Markets, Institutions & Instruments , vol. 33, no. 2, pp. 91-111Contributions to Journals: ArticlesEconomic uncertainty: Mispricing and ambiguity premium
European Financial Management, vol. 29, no. 5, pp. 1702-1751Contributions to Journals: Articles