Fahiz Baba Yara
Assistant Professor of Finance
Kelley School of Business, Indiana University
Fahiz Baba Yara
Assistant Professor of Finance
Kelley School of Business, Indiana University
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Assistant Professor of Finance
Kelley School of Business, Indiana University
About Me
My research interest lies at the intersection of Return Predictability, Machine Learning, Factor Portfolios, and Financial Econometrics. I am particularly interested in leveraging machine learning tools to improve our understanding of why securities with certain characteristics earn the return they earn.
I was born and raised in Kumasi, Ghana. I received my Bachelor in Business Administration from the University of Ghana Business School, Accra, Ghana, and a Masters in Business Administration and Economics from the Norwegian School of Economics, Bergen, Norway. I have a PhD in Finance from Nova School of Business and Economics.
Research Papers
Research Papers
Publications
Publications
Baba Yara, Fahiz, Martijn Boons, and Andrea Tamoni. "Value return predictability across asset classes and commonalities in risk premia." Review of Finance 25, no. 2 (2021): 449-484. SSRN Â Published Version
Baba-Yara, Fahiz, Martijn Boons, and Andrea Tamoni. "Persistent and transitory components of firm characteristics: Implications for asset pricing." Journal of Financial Economics 154 (2024): 103808. SSRN Published Version
Working Papers
Working Papers
Baba Yara, Fahiz, Fotis Grigoris, and Preetesh Kantak. "Risk from the Inside Out: Understanding Firm Risk through Employee News Consumption." Kelley School of Business Research Paper 2023-4354256 (2024). SSRN
Baba Yara, Fahiz, Brian H. Boyer, and Carter Davis. "The factor model failure puzzle." Brian H. and Davis, Carter, The Factor Model Failure Puzzle (November 19, 2021) (2021). SSRN
Baba Yara, Fahiz, and Massimiliano Bondatti. "Commodity Returns: Lost in Financialization." Kelley School of Business Research Paper 2022-4345427 (2022). SSRN
Baba Yara, Fahiz. "Machine learning and return predictability across firms, time and portfolios." Available at SSRN 3696533 (2020). SSRN
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