Yury Kucheev is a postdoctoral fellow at KTH Royal Institute of Technology in Sweden. His research is currently funded by the Jan Wallander and Tom Hedelius Foundation. He holds a PhD (2017, cum laude) from both KTH in Sweden and Universidad Politecnica de Madrid in Spain. He obtained a Master of Science in Solid State Physics (2009) and a PhD in Physics (2012) from the National University of Science and Technology “MISIS”, Moscow, Russia.
Yury was a visiting PhD/Researcher at the Swedish House of Finance at Stockholm School of Economics (2015 and 2018-2019), a visiting associate at RCC Harvard (2018), and a visiting scholar in the SCANCOR-Weatherhead Partnership at Harvard University (fall 2019).
Before joining EDIM, Yury performed research at leading multinational research centers in Russia, Germany, and France.
Y. Kucheev, F. Ruiz, and T. Sörensson. Do Stars shine? Comparing the performance persistence of star sell-side analysts listed by Institutional Investor, the Wall Street Journal, and StarMine. Journal of Financial Services Research (2017) 52:277–305.
Y. Kucheev and T. Sörensson. Seasonality in analysts’ recommendations. Finance Research Letters (2019) 29, 162-168.
Yury investigates the performance measurements in financial industry, focusing on the impact of MiFID II legislation on financial markets, functions that financial analysts play on the market as well as on performance of active fund managers.