Anastassia Fedyk, a researcher in finance and economics at Harvard University and the Harvard Business School, gave the keynote address at our FDSA Dubrovnik 2016 conference. The presentation discussed the importance of attention for information propagation in financial markets, highlighting how too much and too little attention leads to market inefficiency.
Link to Presentation: Fedyk2016
Anastassia Fedyk is a researcher in finance and economics at Harvard University. Her research focuses on behavioral biases in individual and group decision-making, and how limited attention and imperfect information processing affect market reactions to news. Previously, Anastassia was a researcher and portfolio manager at Goldman Sachs Asset Management, where she built regime-switching models, low latency equity trading strategies, and news-based sentiment indicators for the credit markets.
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