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Professor Abhay Abhyankar

Professor Abhay Abhyankar

Professor of Finance, Director of Research (Finance)

6467

+44 (0) 1392 726467

Xfi Building F12

Professor Abhay Abhyankar joined the University of Exeter Business School from the University of Edinburgh where he was Balllie Gifford Chair of Financial Markets.

Professor Abhyankar has previously worked at the Universities of Durham, Warwick and Stirling. He has also held visiting positions at the IDEA, Universitat Autonoma de Barcelona. Prior to joining academia he was a member of the Indian Administrative Service. He is also currently on the Board of Directors of Masters Pharma (India) a new start up. He was on the Board of Roche Scientific Products (India) for the last five years and has also served as Dean in the International Office at the University of Edinburgh.

Qualifications

  • PhD

Research

Research interests

  • Empirical Asset Pricing and Corporate Finance

Key publications | Publications by category | Publications by year

Publications by category


Journal articles

Abhyankar A, Klinkowska O, Lee S (2015). Consumption risk and the cross-section of government bond returns. Journal of Empirical Finance, 32, 180-200.
Abhyankar A, Xu B, Wang J (2013). Oil price shocks and the stock market: Evidence from Japan. Energy Journal, 34(2), 199-222. Abstract.
Abhyankar A, Basu D, Stremme A (2012). The optimal use of return predictability: an empirical study. Journal of Financial and Quantitative Analysis, 47(5), 973-1001. Abstract.
Abhyankar A, Ho KY, Zhao H (2009). International value versus growth: Evidence from stochastic dominance analysis. International Journal of Finance and Economics, 14(3), 222-232. Abstract.
Abhyankar A, Gonzalez A (2009). News and the cross-section of expected corporate bond returns. Journal of Banking and Finance, 33(6), 996-1004. Abstract.
Abhyankar A, Ho KY, Zhao H (2008). Value versus growth: Stochastic dominance criteria. Quantitative Finance, 8(7), 693-704. Abstract.

Publications by year


2015

Abhyankar A, Klinkowska O, Lee S (2015). Consumption risk and the cross-section of government bond returns. Journal of Empirical Finance, 32, 180-200.

2014

Abhyankar ABHAY, Garcia-Ares PA (2014). Dividend Growth Predictability: Isn’t it There?.  Abstract.
Abhyankar A, Zhang X (2014). Leisure, Consumption and Long-run Risks: an Empirical Evaluation.  Abstract.

2013

Abhyankar A, Gonzalez A, Klinkowska O (2013). Currency Carry Trade Risk Premia and Consumption Risk: Does Incorporating Conditioning Information Help?.  Abstract.
Abhyankar A, Xu B, Wang J (2013). Oil price shocks and the stock market: Evidence from Japan. Energy Journal, 34(2), 199-222. Abstract.

2012

Abhyankar A, Basu D, Stremme A (2012). The optimal use of return predictability: an empirical study. Journal of Financial and Quantitative Analysis, 47(5), 973-1001. Abstract.

2009

Abhyankar A, Ho KY, Zhao H (2009). International value versus growth: Evidence from stochastic dominance analysis. International Journal of Finance and Economics, 14(3), 222-232. Abstract.
Abhyankar A, Gonzalez A (2009). News and the cross-section of expected corporate bond returns. Journal of Banking and Finance, 33(6), 996-1004. Abstract.

2008

Abhyankar A, Ho KY, Zhao H (2008). Value versus growth: Stochastic dominance criteria. Quantitative Finance, 8(7), 693-704. Abstract.

Taught modules

Modules

2015/16