faculty-profile

Dr. Eleni Gousgounis

ASSISTANT PROFESSOR
Building: Babbio
Room: 628
Phone: 201-216-8567
Email: eleni.gousgounis@stevens.edu
School:  Howe School of Technology Management
Department:  Management
Program:  Management
Education

 

PhD degree in Finance, City University of New York, Baruch College (2010)

M.B.A. in Finance, Baruch College (2003) 

B.A. in Economics, Athens School of Economics and and Business, Greece (2001)

 

Research

 

Working papers

"Short Sale Constraints adn Opinion Dispersion: Evidence from the Indian Equity Market"

"Short Sale Constraints, Correlation and Market Efficiency"

"Short Sale Constraints: The Impact on the Return Distribution" (joint with Manoj Dalvi and Christos Giannikos)

 

Work-In-Progress

"The Role of Derivatives Usage and Hedging in the Banking Industry" (joint with Nosa Omoregie)

General Information

 

Research interests

Behavioral Finance, Market Microstructure, Investment, Risk Management, International Finance, Emerging Markets.

Teaching interests

Corporate Fiannce, Derivatives, Market Microstructure, Investments, Risk Management and International Finance.

 

Experience

 

Summer Associate, Goldman Sachs - GIR (Summer 2007)

Research Assistantship (2003-2005)

 

Professional Service

 

Conference Presentations

"Short Sale Constraints and Opinion Dispersion: Evidence from the Indian Equity Market," Midwest Finance Association Annual Meeting, Las Vegas, February 2010.

"Short Sale Constraints and Opinion Dispersion: Evidence from the Indian Equity Market," CRETE Conference, Tinos, July 2009.

"Implied Risk Neutral Densities," Financial Management Association Annual Meeting, Doctoral Consortium, Dallas, October 2008.

 

Conference/Meetings Attended

Modeling High Frequency Data in Finance II, Stevens Institute of Technology, NJ, June 2010.

NYU Stern Five Star Conference on Research in Finance, New York, NY, December 4th, 2009.

Financial Management Association Annual Meeting, Reno, NV, September 2009.

Triple Crown Conference, Baruch College, NY, November 2007.

Financial Management Association Annual Meeting, Salt Lake City, UT, October 2007.

 

Professional Publications

Nordvig, Jens, Fiotakis Themos and Eleni Gousgounis "Decomposing Carry - Adjusted FX Returns," The Foreign Exchange Market, Goldman Sachs, 2007.

 

School and Institute Service

Member of the Finance Group (Howe School and School of Systems Engineering).

Organizer of Stevens' participation in CME Competition (Howe School).

 

Appointments

 

Visiting Assistant Professor, Stevens Institute of Technology (Sep 2009-Present)

 

Professional Societies

 

American Finance Association (AFA)

Financial Management Association (FMA)

Midwest Finance Association (MFA)

International Association of Financial Engineering (IAFE)

 

Grants, Contracts & Funds

 

Graduate Center Doctoral Research Award (2008)

 

Courses
  • MGT 623 Financial Management