Bio of Olesya Grishchenko

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	Olesya Grishchenko
	Assistant Professor of Finance Department: Finance Office: 303 Business Building Phone: 814-865-5191 Fax: 814-865-3362 E-mail: olesya@psu.edu Member of Faculty Since: 2005

Personal Homepage:

http://www.personal.psu.edu/ovg1

Introduction

Professor Grishchenko is working in the asset pricing area, both theoretical and empirical. She is interested in the links between macroeconomics and financial asset markets, and equilibrium asset pricing models. She is also interested in how information disseminates in emerging markets and its implications for corporate governance in the developing financial markets.

Current Research

"Internal or External Habit Formation: the Relative Importance for Asset Pricing", Job Market Paper, 2005, submitted

"Empirical Investigation of Consumption-Based Asset Pricing Model with Stochastic Internal Habit", with Qiang Dai, 2004

"Private Information Trading and Corporate Governance in Emerging Markets," with Lubomir Litov and Jianping Mei, 2004

Expertise

Asset Pricing
Fixed Income
Macro-Finance

Education

Ph.D., New York University,   
M.S., Moscow State University,   
B.S., Moscow State University,   

Courses

Fin. 406, Security Analysis/Portfolio Management