MSc students dissertations

I supervised seventeen MSc students in finance and economics regarding their dissertations, the topics of

some of which are:

• Time-varying CAPM beta in equity and cryptocurrecy markets.

• Evaluating the performance of CAPM augmented with time-varying beta and sentiment index.

• Global CAPM with time-varying beta.

• Volatility asymmetry in equity and cryptocurrency markets.

• Value at Risk and volatility estimated by GARCH family models with investor sentiment index.

• Speculative bubbles in equity and cryptocurrecy markets.

• Efficient market hypothesis and investor sentiment in equity and cryptocurrency markets.