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Cheryl Gaimon holds the Esther and Edward J. Brown Chair and serves as a Regents' Professor at the Scheller College of Business, Georgia Institute of Technology. She is Faculty Director of the Management of Technology (MoT) Certificate Program, which she helped establish, and teaches across all academic levels including executive education. Professor Gaimon initiated the Operations Management Program and served as its first Area Coordinator for seven years. Her academic credentials include: Ph.D. in Operations Research from Carnegie Mellon University M.S. in Industrial Administration (Operations Management) from Carnegie Mellon University B.S. in Mathematics and Economics (Magna Cum Laude) from Brooklyn College, City University of New York Professor Gaimon's research centers on managing knowledge-based resources in technology-driven environments. Her work spans Innovation and Management of Technology , Knowledge Management and Outsourcing , New Product/Process Development , Alliances for Innovation , and Sustainability Research . She examines how firms navigate technological change through strategic resource allocation, knowledge transfer, and sustainable operations, with increasing emphasis on environmental strategies in recent years. Her publication trajectory reveals consistent focus on operations management within technological evolution—from foundational work on technology acquisition and capacity planning to contemporary studies on environmental strategies and multidisciplinary technology management. Key journals featuring her research include Management Science , Operations Research , and Production and Operations Management . Major recognitions include: Regents' Professor designation (2005) by the Georgia Board of Regents The 1999 Georgia Tech Research Award for doctoral student development Brady Family Award for Faculty Research Excellence (2014) Best Department Editor Award for POM (2024) POMS Fellow status and Distinguished Service Award (2009/2014) As an educator, she has mentored doctoral students and shaped curriculum through the MoT program. Her professional leadership includes serving as POMS President (2008-2009), founding co-President of the POMS College on Product Innovation and Technology Management, and editorial roles at top journals including Management Science and Production and Operations Management . Professor Gaimon directs the interdisciplinary Management of Technology Certificate Program, fostering cross-departmental collaboration for technology management research and education while advancing sustainability integration in operations.

• Innovation and Management of Technology
• Knowledge Management and Outsourcing
• New Product/Process Development
• +2 more

Sean Cao serves as Associate Professor (with tenure) at the Robert H. Smith School of Business, University of Maryland, where he is Director and Co-founder of the AI Initiative for Capital Market Research. He also holds an affiliation as professor at Harvard Business School's D 3 Institute. His academic journey began with a Ph.D. from the University of Illinois at Urbana-Champaign. Dr. Cao's research focuses on the intersection of artificial intelligence and capital markets, with particular expertise in how machine learning transforms financial analysis, corporate disclosure practices, and investment decision-making. His work examines the evolving relationship between human analysts and AI systems, blockchain applications in financial reporting, and the strategic adaptation of corporate communications for machine readership. He has pioneered research on the "AI divide" among investor groups and developed frameworks for human-AI collaborative stock analysis. His publication portfolio spans top journals including Journal of Financial Economics, Review of Financial Studies, Journal of Accounting Research, and Management Science. The research demonstrates consistent thematic progression toward increasingly sophisticated AI applications in finance, with recent work exploring distributed ledger technologies for auditing, machine learning for extracting private information from disclosures, and the economics of greenwashing in ESG funds. His studies frequently combine textual analysis with traditional financial metrics to uncover novel market insights. Fama-DFA Prize from Journal of Financial Economics for best paper in capital markets and asset pricing Michael J. Brennan Award from Review of Financial Studies Deloitte Initiative for AI and Learning award for developing trustworthy AI for social equity PanAgora Asset Management's Dr. Richard A. Crowell Memorial Prize Multiple best paper awards from Midwest Finance Association, Global AI Finance Conference, and Asian Finance Association Dr. Cao has delivered over 200 invited research talks at major institutions including the Central Bank of Japan, Central Bank of Thailand, and U.S. Securities and Exchange Commission. He serves as Guest Associate Editor for Management Science and has co-chaired Review of Financial Studies conferences on FinTech and Machine Learning. His educational initiatives include a widely adopted free AI textbook for finance and accounting that has been implemented at universities worldwide including Indiana University, UT Dallas, and University of Minnesota. As Director of the AI Initiative for Capital Market Research, Dr. Cao leads a multidisciplinary team exploring practical AI applications in finance. The initiative has secured significant funding including a $150,000 grant from GRF CPAs & Advisors. His research group maintains strong industry connections through partnerships with regulatory bodies, financial institutions, and technology companies, facilitating the translation of academic research into practical financial applications.

• Artificial Intelligence in Finance
• Machine Learning Applications
• Capital Market Research
• +5 more

Pierre De Leo is an Assistant Professor in the Department of Economics at the University of Maryland. His research focuses on international macroeconomics, finance, and monetary policy, particularly the role of expectations in identifying economic shocks, exchange rate dynamics, and optimal policy conduct. During Spring 2025, he will also be visiting the Federal Reserve Bank of Boston. Education: PhD and MA in Economics, Boston College BA and MA in Economics (highest honors), University of Milan - Bicocca Research Interests: De Leo explores topics such as exchange rate fluctuations, monetary policy design, and the impact of global investors on bond markets. His work bridges theoretical frameworks with empirical analysis to address policy-relevant questions in open economies, emphasizing the interplay between expectations and macroeconomic outcomes. Recent Articles: His publications analyze themes like the disconnect between short-term interest rates and policy, speculation in emerging markets, and the implications of imperfect exchange rate expectations. These studies highlight his focus on bridging theory and real-world policy challenges. Labs/Teams: No specific labs or teams are explicitly mentioned in the provided texts. However, his research aligns with broader initiatives in international macroeconomics and monetary policy at the University of Maryland.

• International Macroeconomics
• Monetary Economics
• Finance
• +3 more

Martin T. Wells is the Charles A. Alexander Professor of Statistical Sciences at Cornell University, with joint appointments in the Department of Statistical Science, Department of Biological Statistics and Computational Biology, Department of Social Statistics, and as Professor of Clinical Epidemiology and Health Services Research at Weill Medical School. He serves as Editor-in-Chief of the ASA-SIAM Book Series and Co-Editor of the Journal of Empirical Legal Studies. Cornell University, Ithaca, NY Weill Cornell Medical College Research Interests span applied and theoretical statistics, Bayesian methods, biostatistics, clinical epidemiology, and computational biology. His work bridges disciplines like finance, legal studies, and health services research. Article Trends highlight advancements in Bayesian modeling, quantum cognition machine learning, tensor analysis, and misclassification correction, with applications in genomics, finance, and public health. Fellow of the American Statistical Association Fellow of the Royal Statistical Society Contributions include developing statistical software (e.g., rTensor), methodological innovations in clinical trials, and empirical legal studies on civil rights and the death penalty.

• Applied Statistics
• Theoretical Statistics
• Bayesian Statistics
• +7 more

David A. Hsieh is the Bank of America Professor of Finance at the Fuqua School of Business, Duke University, where he has been a faculty member since 1993. Previously, he served as Associate Professor and Assistant Professor at the University of Chicago's Graduate School of Business from 1981-1989. His extensive research has significantly contributed to the understanding of hedge funds, financial risk management, and nonlinear dynamics in financial markets. Massachusetts Institute of Technology, Ph.D. in Economics, 1981 Yale University, B.S. in Economics and Mathematics, 1976 (Summa Cum Laude, Phi Beta Kappa) Phillips Academy, Andover, 1972 (Cum Laude) Dr. Hsieh's research primarily focuses on the dynamics of asset prices and their implications for financial risk management. He has made significant contributions to understanding risk and return characteristics in hedge funds and commodity funds, pioneering work on nonlinear dynamics applications to financial markets. His research has evolved from early work on exchange rates and volatility modeling to more recent comprehensive analyses of hedge fund strategies, performance measurement, and industry structure. Hsieh's publication history reveals a clear progression from foundational work on nonlinear dynamics in financial markets to increasingly sophisticated analyses of hedge fund strategies and risk characteristics. His recent work, often in collaboration with William Fung and other prominent finance researchers, has focused on mega hedge fund firms, franchise value in the industry, and the evolution of hedge fund strategies toward more index-like products. The research consistently combines rigorous theoretical frameworks with robust empirical analyses across diverse market conditions. CAIA Award for Excellence in Alternative Investment Research (2015) CFA Institute Graham and Dodd Award of Excellence (2004) Bank of America Faculty Award (2002) Duke Cross-Continent Executive MBA Teaching Excellence Award (2002) Fischer Black Memorial Foundation Robert J. Schwartz Memorial Prize (1999) Smith Breeden First Prize (1990) Yale Science and Engineering Association High Scholarship Award (1976) Russell Henry Chittenden Prize (1976) Dr. Hsieh has served as a consultant for the International Monetary Fund (2007-2016) and the Bank for International Settlements (1998), and as a Visiting Scholar at both the International Monetary Fund and the Board of Governors of the Federal Reserve System. His editorial service includes Finance Editor for Management Science (2003-2009) and Associate Editor roles for several leading finance journals. He has developed extensive research resources including a Hedge Fund Data Library that has become widely used in academic and industry research.

• Financial Risk Management
• Hedge Funds
• Asset Pricing
• +3 more

Professor Huibing Zhang is a Professor of Management at the Naveen Jindal School of Management, University of Texas at Dallas. He holds a Ph.D. in Economics from Duke University (1994) and a B.S. from Shanghai Jiao Tong University, China (1984). Prior to his current position, he served as Associate Professor at the University of North Carolina at Chapel Hill (2000–2005) and Assistant Professor at Carnegie Mellon University (1994–2000). Education: Ph.D. in Economics, Duke University, 1994 B.S., Shanghai Jiao Tong University, China, 1984 His research focuses on financial economics, tax policy, and asset pricing. Key areas include the impact of capital gains taxes on asset prices, behavioral finance, and optimal portfolio strategies. He explores topics such as model uncertainty in financial markets, external habits affecting stock returns, and optimal consumption decisions under borrowing constraints. His work integrates theoretical frameworks with practical applications in taxation and investment planning. Awards and Honors: Fellow, TIAA-CREF Institute TIAA-CREF Paul A. Samuelson Award (2004) for outstanding work on optimal asset location and allocation Barclays Global Investors/Michael Brennan Runner-Up Award (2002) for research on optimal consumption and investment with capital gains taxes Undergraduate Economics Teaching Award, Carnegie Mellon University (1998) BP America Research Chair, Carnegie Mellon University (1995–1996) Grants and Contracts: Taxes, Estate Planning and Financial Theory: New Insights and Perspectives (Q-Group, 2002; TIAA-CREF, 2002) Diversification and Capital Gains Taxes with Multiple Risky Assets (TIAA-CREF, 2001) Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing (TIAA-CREF, 2000) Optimal Portfolio Choice and Consumption with Capital Gains Taxes (TIAA-CREF, 1999) Carnegie Mellon Faculty Development Fund (1998–1999)

• Financial Economics
• Asset Pricing
• Tax Policy
• +3 more

Refet S. Gürkaynak is a Professor of Economics at Bilkent University and a Research Fellow at the Center for Economic Policy Research (CEPR), where he directs the Monetary Economics and Fluctuations Program. He holds a BA in Economics from Bilkent University and a PhD in Economics from Princeton University. His research focuses on monetary economics, financial markets, and international economics, particularly on extracting monetary policy insights from asset prices. His work has appeared in top journals like the Journal of Monetary Economics , Review of Economics and Statistics , and American Economic Review . Research Interests Monetary Policy Transmission Financial Market Reactions Inflation Dynamics ECB Policy Communication Post-Crisis Economic Modeling Scientific Awards & Grants Central Bank of Turkey Award European Central Bank Award Turkish Academy of Sciences Award ERC Grant Consulting & Affiliations Consultant to multiple central banks Director, Monetary Economics and Fluctuations Program at CEPR Former Economist, Federal Reserve Board's Monetary Affairs Division

• Monetary Economics
• Financial Markets
• International Economics
• +4 more

Nikolai Roussanov is the Moise Y. Safra Associate Professor of Finance at the Wharton School, University of Pennsylvania, and a Faculty Research Fellow at the National Bureau of Economic Research. His research spans asset pricing, econometrics, household finance, and macroeconomics, with a focus on market dynamics and behavioral economic factors. His research interests include: Asset pricing anomalies and risk factor modeling Household financial decision-making under uncertainty Macroeconomic impacts on commodity and currency markets Behavioral finance and mental accounting mechanisms Recent publications analyze inflation risks across asset classes, corporate bond valuation, behavioral retirement strategies, and the role of leisure economics in declining work hours. His work frequently integrates empirical finance and econometric methodologies. Scientific contributions include: Faculty Research Fellow, National Bureau of Economic Research His scholarship bridges technical financial modeling with real-world economic phenomena, covering topics like oil price shocks, mortgage liquidity, and systemic market failures.

• Asset Pricing
• Econometrics
• Household Finance
• +1 more

Zhi Da is the Howard J. and Geraldine F. Korth Chair in Finance and Professor of Finance at the University of Notre Dame , Mendoza College of Business, Department of Finance. He completed his Ph.D. in Finance at Northwestern University’s Kellogg School of Management (2006), preceded by an M.Sc. in Financial Engineering from the National University of Singapore (2001) and a B.B.A. with First-Class Honors (1999) from the same institution. Holding editorial roles at Journal of Finance , Management Science , Review of Financial Studies and several other top journals, he is a leading voice in empirical finance research. Education Ph.D. in Finance, 2006 – Kellogg School of Management, Northwestern University M.Sc. in Financial Engineering, 2001 – National University of Singapore B.B.A. (1st Class Honors), 1999 – National University of Singapore Research Interests Zhi Da’s scholarship sits at the intersection of asset pricing , behavioral finance , and market microstructure . He investigates how investor attention, institutional trading, liquidity frictions, and information flows jointly determine the cross-section of expected returns. His work delves into retail margin trading, the role of pension-fund flows in exchange-rate dynamics, the informational content of SEC filings, and the efficiency of short-selling mechanisms. By combining large-scale data analytics, textual analysis, and structural modeling, he uncovers novel predictors of returns ranging from presidential approval ratings to real-time attention measures. Recent projects explore fractional trading ’s impact on price efficiency, hedging demand as a driver of intraday momentum, and the hidden effort problem in delegated portfolio management. These themes collectively advance our understanding of limits to arbitrage and the formation of extrapolative beliefs. Publication Landscape Spanning 2025 back to 2009, his 15 most recent articles in Journal of Finance , Review of Financial Studies , Management Science , Journal of Financial Economics , and Journal of Financial and Quantitative Analysis converge on three broad motifs: (1) micro-level trading frictions—liquidity costs, margin requirements, and short-selling constraints; (2) macro-finance linkages—exchange rates, fiscal policy, and global capital flows; and (3) information economics—attention allocation, media analytics, and regulatory disclosures. The collective evidence demonstrates that seemingly small trading or informational frictions aggregate into large, persistent cross-sectional return predictability. Honors and Awards 2017 William F. Sharpe Award for Best Paper, Journal of Financial and Quantitative Analysis Lead-article distinctions in Journal of Finance , Review of Financial Studies , and Management Science Featured coverage in SmartMoney and CNBC Teaching & Mentorship At Notre Dame’s Mendoza College, Professor Da teaches Investments (undergraduate and MBA) and Fixed Income Securities , integrating cutting-edge research insights into the curriculum. While specific advisees are not listed, his extensive co-author network (22+ recurring collaborators) attests to a vibrant mentoring environment. Laboratory & Data Resources He publicly distributes the NAT (Net Arbitrage Trading) dataset, a stock-quarter panel of arbitrage positions used in Chen, Da & Huang (2019). This resource has become a standard tool for researchers studying arbitrage capital movements.

• Asset Pricing
• Behavioral Finance
• Market Microstructure
• +7 more

Stephen Billings is an Associate Professor of Finance at the Leeds School of Business, University of Colorado Boulder, where he holds the Global Real Estate Capital Markets Chair position. He serves as the faculty director of the MS in Real Estate program and research director for the CU Real Estate Center. His work spans multiple research centers including the Center for Research on Consumer Financial Decision Making and the Michael A. Klump Center for Real Estate. Billings received his PhD in Economics from the University of Colorado, a MS in urban planning from the University of North Carolina, and a BS in economics from Georgetown University. Prior to joining CU Boulder in 2016, he was faculty at the University of North Carolina Charlotte with appointments in both economics and public policy, where he also served as faculty director for the real estate center. His research focuses on the intersection of housing, schools, neighborhoods and crime, addressing critical policy issues including the impact of public investment in light-rail transit on neighborhoods, school segregation's influence on academic achievement and crime, neighborhood gentrification causes, lead-based paint in low-income housing, and the effects of sea level rise and natural disasters on neighborhood sorting and household finances. Billings employs sophisticated analysis of large micro-datasets with studies based on data and policies in Charlotte, NC and Denver, CO. His work connects urban economics with public policy, demonstrating how neighborhood environments shape individual outcomes across multiple dimensions. Billings' recent publication record demonstrates a consistent focus on neighborhood effects, school choice impacts, crime economics, and housing market dynamics. His work frequently examines the intersection of race, housing, and economic outcomes, with particular attention to policy implications. He has developed innovative methodological approaches to studying residential amenities and neighborhood spillovers, with increasing attention to climate change impacts on housing markets. His research appears in top journals including The Quarterly Journal of Economics, American Economic Review: Insights, and Journal of Urban Economics. As an educator, Billings teaches undergraduate and masters classes in real estate finance and economics, as well as doctoral and masters level courses on cost-benefit analysis and statistical methods. He has extensive consulting experience conducting economic impact studies, including assessments of North Carolina's public higher education system, affordable housing needs in Colorado communities, and the economic effects of marijuana legalization on property markets. His practical policy work complements his academic research, creating a bridge between theoretical insights and real-world applications. Billings leads significant research initiatives through the CU Real Estate Center, where he directs studies examining the impact of business improvement districts and other urban development policies. His work bridges academic research with practical policy applications, making substantial contributions to our understanding of how housing, education, and neighborhood environments shape individual outcomes and community development. His December 2023 memo on the HUD Officer Next Door Program exemplifies his engagement with current housing policy issues.

• Housing Economics
• Urban Economics
• Neighborhood Effects
• +4 more

Wei Xiong is the Hugh Leander and Mary Trumbull Adams Professor in Finance and Professor of Economics at Princeton University, affiliated with the Department of Economics and Bendheim Center for Finance. His research centers on behavioral finance and capital market imperfections with a focus on China's financial system and commodity markets. His educational background includes: Ph.D. in Finance from Duke University (2001) B.S. in Physics from University of Science and Technology of China (1993) Research Interests: Professor Xiong's work fundamentally explores behavioral finance and capital market imperfections , pioneering studies on speculative bubbles , heterogeneous beliefs in asset pricing , and financing frictions . His recent scholarship critically examines the financialization of commodity markets , belief distortions during financial crises , and the unique institutional dynamics of China's hybrid economy , where state and market forces interact. Publication Trends: Xiong's 48 publications in top-tier journals reveal an evolving trajectory from classical behavioral finance (2001-2013) toward contemporary China-focused systemic analysis (2017-2025). Recent works integrate cryptocurrency economics, real estate risk management, and policy design in emerging markets, demonstrating methodological rigor through structural modeling and empirical analysis of large-scale financial datasets. Scientific Awards: 2012 Smith Breeden Award (first prize) for the best non-corporate finance paper published in Journal of Finance 2013 NASDAQ OMX Award for the best asset pricing paper presented in Western Finance Association Meetings Professional Activities: As NBER research associate and former Management Science finance editor (2009-2011), Xiong bridges academia and policy. He co-founded VoxChina.org to foster China-world economic dialogue and co-edited The Handbook of China’s Financial System (Princeton University Press). His keynote addresses at major conferences—including the 2024 Chinese Economists Society meeting on “Information Discovery in a Hybrid Economy”—demonstrate sustained policy influence. Labs and Initiatives: Xiong leads Princeton's Bendheim Center for Finance research initiatives and directs VoxChina.org, which produces influential policy analyses on China's economy. His recent work includes the NBER-commissioned study on commodity market risks and ongoing projects examining big tech lending models and data privacy impacts on digital finance.

• Behavioral Finance
• Capital Market Imperfections
• Speculative Bubbles
• +4 more

Suzanne S. Lee is an Associate Professor of Finance at the Scheller College of Business, Georgia Institute of Technology, where she has been a faculty member since 2005. She also serves as the Ph.D. Coordinator, playing a key role in graduate education and research training. Her educational background is highly quantitative and interdisciplinary: Ph.D., University of Chicago MBA, University of Chicago M.S. in Statistics, University of Chicago Dr. Lee's research lies at the intersection of asset pricing and financial econometrics, with a strong focus on jump processes, market microstructure, and derivative markets. She investigates how sudden price movements (jumps) impact asset returns, risk, and information flow in financial markets. Her work extends to cryptocurrency, currency markets, and carry trade strategies, combining theoretical rigor with empirical validation using high-frequency data. The analysis of her recent publications (2008–2024) reveals a consistent and influential research program centered on detecting and modeling jumps in financial time series. Her work spans equity, currency, and cryptocurrency markets, often employing advanced nonparametric and econometric techniques. A recurring theme is the role of jumps in pricing anomalies, risk measurement, and market efficiency, with increasing attention to digital assets in recent years. Dr. Lee is actively engaged in the academic community through editorial service: Associate Editor, Journal of Banking and Finance Associate Editor, Asia-Pacific Journal of Financial Studies She has presented her research at premier conferences such as the American Finance Association, European Finance Association, Econometric Society, and Society for Financial Econometrics. Her publications appear in the most prestigious journals in finance and econometrics, including the Journal of Finance , Review of Financial Studies , Journal of Financial Economics , and Journal of Econometrics . While specific grant details are not listed, her sustained publication record in top journals indicates significant research funding and academic impact. She advises Ph.D. students through her role as Ph.D. Coordinator, though individual advisees are not named in the text. Dr. Lee's work contributes to both theoretical and applied finance, improving our understanding of market dynamics, risk modeling, and asset pricing under extreme events. Her research has practical implications for risk management, trading strategies, and financial regulation.

• Financial Econometrics
• Empirical Finance
• Asset Pricing
• +6 more

Ricardo Caballero is the Ford International Professor of Economics at the Massachusetts Institute of Technology's School of Humanities, Arts, and Social Sciences, where he previously served as Chairman of the Economics Department from 2008 to 2011. A leading scholar in macroeconomics and financial economics, his research focuses on safe assets, monetary policy, financial crises, and international economics. His research interests center on the macroeconomic implications of financial frictions, with particular emphasis on safe asset shortages, risk premium dynamics, and monetary policy transmission mechanisms. Caballero's work has pioneered the risk-centric approach to macroeconomics, explaining phenomena such as the Wall Street/Main Street disconnect, global imbalances, and the collapse of interest rates through the lens of safe asset scarcity and risk intolerance. His research bridges theoretical modeling with empirical analysis of financial crises and policy interventions. Caballero's recent publications demonstrate a consistent focus on financial conditions indexing, monetary policy frameworks, and the interaction between financial markets and the real economy. His work increasingly examines how central banks can target financial conditions directly and how risk premia evolve during crises, with applications to pandemic-era economic policy and zero lower bound environments. 2002 Frisch Medal of the Econometric Society Smith Breeden Prize by the American Finance Association Journal of Finance 2014 Brattle Group Prize 2022 Banque de France-TSE Senior Prize in Monetary Economics and Finance Elected Fellow of the Econometric Society (1998) Elected Fellow of the American Academy of Arts and Sciences (2010) As an NBER Research Associate and frequent policy advisor, Caballero has influenced central bank thinking globally through his work on financial stability, monetary policy frameworks, and global imbalances. His research has informed policy discussions at the Federal Reserve, IMF, and multiple central banks regarding crisis management, safe asset creation, and the appropriate monetary response to financial shocks. Caballero maintains active collaborations with major financial institutions and central banks worldwide, translating theoretical insights into practical policy frameworks.

• Macroeconomics
• Financial Economics
• International Economics
• +3 more

Na Du is an Assistant Professor in the Department of Informatics and Networked Systems at the University of Pittsburgh's School of Computing and Information. She holds a PhD in Industrial & Operations Engineering from the University of Michigan (2021) and a Graduate Certificate in Data Science. Her research focuses on human factors in smart cities, human-centered computing, and user experience design. She is affiliated with the Intelligent Systems Program, Pitt Cyber, and the Center for Governance and Markets. Education: PhD in Industrial & Operations Engineering (University of Michigan, 2021); Undergraduate in Psychology (Zhejiang University). Research emphasizes explainable AI, human-AI teaming, and smart technologies. Recent grants include funding from Honda Research Institute and Pitt Cyber Accelerator for projects on emotions in Human-AI interaction and Metaverse privacy awareness. Her work has been recognized with awards like the HFES Best Paper Award and the IOE Outstanding Student Award. Advising includes PhD students and researchers in human factors and UX design. The HAT Lab under her leadership explores interdisciplinary challenges in human-computer interaction and smart systems.

• Human-Computer Interaction
• Human Factors in Smart City Technologies
• Human-Centered Computing
• +4 more

Kevin Pisciotta is an Assistant Professor of Finance at the University of Kansas School of Business, specializing in empirical corporate finance, initial public offerings (IPOs), and information intermediaries. His work bridges corporate finance theory with real-world market dynamics, focusing on IPO processes, analyst behavior, and economic impacts of social issues like opioid abuse and sports betting. Education: Ph.D. in Business Administration, Pennsylvania State University M.S. in Finance, University of Delaware B.S. in Finance, University of Delaware Research Interests: His research explores how IPO bookbuilding mechanisms influence market outcomes, the role of sell-side analysts in information dissemination, and the macroeconomic consequences of phenomena like opioid abuse and sports gambling. He also investigates labor economics through the lens of corporate innovation and workforce productivity. Publications Trends: Recent work examines the interplay between sports betting and household financial stability (2024), IPO marketing strategies post-JOBS Act reforms (2018), and the spillover effects of opioid abuse on regional innovation ecosystems (2023). His studies frequently employ large-scale datasets to analyze market microstructure and policy impacts. Grants/Advising: No specific grants or advisee names are listed in available materials. Teaching experience includes undergraduate courses in investments, international finance, and corporate financial management. Labs/Teams: No dedicated lab affiliation is mentioned, though collaborations with institutions like Pennsylvania State University and the University of Delaware are implied through his educational background and co-authorships.

• Empirical Corporate Finance
• Initial Public Offerings (IPOs)
• Information Intermediaries
• +5 more