“Stock Return and Inflation Risk: Disaggregate Model” is the title of the presentation to be given by Dr. Taihyeup Yi, of the SUNY Fredonia School of Business, at the third Social Science Colloquium of the spring term at noon on Wednesday, March 30, at E122 Thompson.
Yi’s talk will investigate the determinants of stock return risk using disaggregate portfolio data by addressing the interactions between expected inflation and the four variables of market risk premium, market capitalization, growth opportunities and momentum.
The Social Science Colloquium is sponsored by the College of Arts and Sciences. Pizza and beverages will be served. The talk is free and open to the public.
Yi joined the SUNY Fredonia business faculty in 2007. He previously taught corporate finance, investments and accounting at the University of Sioux Falls, S.D. His doctorate in finance was earned at Temple University. He conducts research that examines risk and returns in equity, currency markets and international mutual funds. Dr. Yi also served as an investment/finance committee member of the University of Sioux Falls Foundation, whose assets total $17 million.
