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Douglas W DiamondView profile

Professor

• Financial intermediaries
• Financial crises
• Liquidity
• +3 more

Douglas W. Diamond is the Merton H. Miller Distinguished Service Professor of Finance at the University of Chicago's Booth School of Business, where he has been on the faculty since 1979. He received the Nobel Memorial Prize in Economic Sciences in 2022 for his groundbreaking research on banks and financial crises. Diamond is also a research associate of the National Bureau of Economic Research and a visiting scholar at the Federal Reserve Bank of Richmond. His research focuses on financial intermediaries, financial crises, and liquidity. Diamond's work has established the theoretical foundations for understanding why banks exist, how they create liquidity, and why they are vulnerable to runs. His seminal papers with Philip Dybvig on bank runs and deposit insurance form the basis of modern bank regulation. Diamond's extensive publication record shows a consistent focus on banking theory, financial intermediation, and financial stability. His research has evolved from foundational theoretical work to more recent analyses of liquidity, pledgeability, and the role of banks in the financial system. His work has become increasingly relevant following the 2008 financial crisis and the more recent banking turmoil. Nobel Memorial Prize in Economic Sciences (2022) Onassis Prize in Finance (2018) CME Group-Mathematical Sciences Research Institute Prize (2016) Morgan Stanley-American Finance Association Award (2012) Member of the National Academy of Sciences Fellow of the Econometric Society Fellow of the American Academy of Arts and Sciences Diamond has served as president of both the American Finance Association and the Western Finance Association. He has advised policymakers during financial crises, including providing analysis of the Silicon Valley Bank collapse in 2023. His research has directly influenced financial regulation and central bank policy regarding bank stability and liquidity requirements.

Chuck FangView profile

Assistant Professor

• Credit Markets
• Monetary Policy
• Financial Innovations
• +7 more

Chuck Fang is an Assistant Professor of Finance at Drexel University's LeBow College of Business. He holds a PhD in Finance from UPenn Wharton (2023) and BAs in Economics, Mathematics, and Statistics from UC Berkeley (2015). His research is centered on credit markets, monetary policy, financial innovations, and financial data infrastructure. PhD in Finance, UPenn Wharton, 2023 BAs in Economics, Mathematics, and Statistics, UC Berkeley, 2015 His research interests span credit markets , monetary policy transmission , financial innovations (including DeFi and automated market makers), and financial data linkage (e.g., Bond-Compustat-CRSP and DealScan-Compustat links). His work explores how monetary policy affects bond fund flows, debt structure changes, and sovereign restructuring. He emphasizes data quality and transparency, contributing open-source tools for empirical finance. The most recent articles reveal a strong focus on monetary policy amplification , debt market structure , and data infrastructure for empirical research. Keywords across publications include finance, monetary policy, asset pricing, fintech, and data linkage. Subfields consistently involve bond fund flows, syndicated loans, sovereign debt restructuring, DeFi mechanisms, and financial data validation. His research bridges macroeconomic policy with micro-level financial data, often using large-scale institutional holdings and transaction data. Scientific awards include: WFA Brattle Group PhD Candidate Award for Outstanding Research Chuck Fang has advised no students listed in the materials. He has secured research recognition through conference presentations and working paper awards. His work is supported by access to major financial databases and collaboration with leading scholars such as Kairong Xiao and Greg Nini. He actively disseminates findings through SSRN, Google Scholar, and academic conferences. He leads or contributes to several data infrastructure projects, including the Bond-Compustat-CRSP Link and DealScan-Compustat Link. These tools enhance empirical research in corporate finance and asset pricing by improving issuer identification and data accuracy. He also maintains a personal website and is active on professional platforms like LinkedIn and Twitter, promoting open science and financial research transparency.

Elisa FaragliaView profile

Professor

• Macroeconomics
• Finance
• Optimal Fiscal Policy
• +5 more

Elisa Faraglia is a Professor of Macroeconomics and Finance at the Faculty of Economics, University of Cambridge, and a Research Fellow of CEPR and CERF. She coordinates the Euro Area Business Cycle Network (EABCN) and has published extensively on fiscal policy, debt management, and financial economics. PhD, New York University (2005) Network Coordinator, Euro Area Business Cycle Network (EABCN) Affiliated with King's College and CEPR Her research spans Macroeconomic Theory, focusing on optimal fiscal policy, debt management, asset pricing, and numerical methods. Recent work examines gender dynamics in academic collaboration post-MeToo and the unequal impacts of the pandemic on economists' productivity. Professor Faraglia's publications include analyses of cross-country stock market comovement, government debt strategies, and sovereign default risks. Her work combines theoretical modeling with empirical studies of financial markets and macroeconomic policy. J M Keynes Fellowship (2023) She supervises PhD students including Lennart Niermann (Sovereign Default, Financial Contagion) and Luigi Dante Gaviano (Sovereign Debt, Firm Dynamics). Her affiliations include King's College, CEPR, and EABCN, with contributions to institutions like the Janeway Institute for Economics.

• Sustainable Finance
• Corporate Finance
• Climate Risk Assessment
• +5 more

Prof. Michael HALLING is a Full Professor in Sustainable Finance at the University of Luxembourg's Faculty of Law, Economics and Finance, Department of Finance. His work focuses on sustainable finance, corporate finance dynamics, climate risk assessment, and financial regulation. He holds the prestigious Chair in Sustainable Finance and has published extensively on topics like MiFID II compliance, mutual fund fee structures, and post-pandemic market recovery. Contact: michael.halling@uni.lu Research Interests : Prof. HALLING’s research bridges theoretical finance with practical applications, emphasizing sustainable investment practices, corporate debt management, and regulatory frameworks. Key themes include: Climate risk modeling using public news sentiment analysis Impact of behavioral preferences on corporate investment decisions Automated compliance systems for financial institutions Market dynamics during crises (e.g., pandemic effects on capital access) Recent Publications Trends : Recent works analyze MiFID II regulatory impacts (2024), stochastic modeling of corporate investment (2023), and firm-specific climate risk quantification. His 2020 studies explored pandemic-driven shifts in corporate financing strategies. Awards : No awards explicitly mentioned in the provided texts. Grants & Advising : No student advisees or grant details provided in available data. Labs/Teams : No specific research group affiliations listed.

Eric LeeperView profile

Professor

• Macroeconomics
• Monetary and Fiscal Policy Analysis
• Applied Time Series

Eric Leeper is the Paul Goodloe McIntire Professor in Economics at the University of Virginia (since 2018) and Director of the Virginia Center for Economic Policy. He is also a Research Associate at the National Bureau of Economic Research and serves on advisory councils for the Federal Reserve Bank of Atlanta and Bundesbank. Previously, he held the Rudy Professorship at Indiana University and worked in the Federal Reserve System. Ph.D. in Economics (University of Minnesota, 1989) B.S. in Economics (George Mason University, 1980) His research focuses on macroeconomic policy modeling, emphasizing monetary-fiscal interactions, the fiscal theory of the price level, sovereign risk, and fiscal limit analysis. Recent work examines government spending impacts, fiscal imbalances resolution, and heterogeneous-consumer environments in fiscal inertia. Key publication themes include fiscal theory of the price level, inflation dynamics, sovereign debt risk, policy regime shifts, and monetary-fiscal coordination challenges. Articles frequently address historical policy frameworks (e.g., Great Depression) and modern crises like the post-COVID inflationary period. Appointments required for office hours. Contact: Monroe Hall, Room 252, University of Virginia; 434-924-3933.

• Corporate Finance
• Capital Structure
• Debt Maturity Analysis
• +3 more

Dr. Kate Ng is a Lecturer in the School of Accounting, Economics and Finance at Curtin University's Faculty of Business and Law. She is affiliated with the Curtin Business School campus in Perth. Her research focuses on corporate finance topics including capital structure, debt maturity analysis, investment decisions, and firm leverage dynamics, with particular emphasis on emerging markets like Malaysia and Australia. She has published in journals such as the Afro-Asian Journal of Finance and Accounting and the International Review of Business Research Papers. Her work explores financial flexibility, cross-country comparisons, and determinants of corporate financial policies. Her academic contributions span studies on investment-cash flow sensitivity, leverage determinants in developing economies, and educational performance analysis in business programs. While no specific awards are listed, her publications demonstrate sustained research activity in corporate finance domains. She holds a position in the Office of the Provost, indicating administrative responsibilities within the university. No grants or lab affiliations are explicitly mentioned in the provided text.

Kristian MiltersenView profile

Professor

• Capital Structure Modeling
• Real Options Valuation
• Commodity Derivatives
• +3 more

Kristian Miltersen is a Professor at the Department of Finance and Center for Financial Frictions (FRIC) at Copenhagen Business School (CBS). He holds expertise in capital structure optimization, real options valuation, commodity derivatives, and structured financial products. His research bridges theoretical finance with practical applications in corporate finance and asset pricing. After earning his PhD in 1992 on continuous-time interest rate models, Miltersen has expanded into dynamic capital structure modeling and real options. His landmark 1997 Journal of Finance paper on LIBOR Market models critiques the Black-76 formula's limitations for fixed income derivatives. His work spans commodity derivatives, foreign exchange instruments, and R&D investment dynamics, all rooted in theoretical frameworks. Recent research focuses on dynamic debt policies, second mortgages' valuation, tax-driven corporate cash holdings, and state-contingent capital budgeting. He co-authored influential papers on callable debt renegotiations and the interaction between financing and investment decisions under varying industry structures. Teaching includes elite courses on asset pricing, energy markets, and capital structure. As program director for CBS' Advanced Economics and Finance MSc, he shapes advanced academic programs. Outside academia, he serves as an expert witness and consultant for Analysis Group, advising on financial litigation and complex economic issues. His over 40 publications since 1989 reflect deep engagement with financial modeling, spanning interest rate guarantees, commodity price dynamics, and corporate debt optimization. Current research continues exploring financial frictions' impact on corporate policy and market structures.

Alfons J. WeichenriederView profile

Professor

• International Corporate Taxation
• Fiscal Federalism (in Europe)
• Public Debt Management
• +14 more

Prof. Dr. Alfons J. Weichenrieder is a Professor of Economics and Public Finance at Goethe University Frankfurt . His research focuses on international corporate taxation, fiscal federalism, public debt, redistribution policies, and tax morality. He serves on multiple advisory boards including the German Ministry of Finance and Leibniz ScienceCampus MaTax . As Managing Editor of FinanzArchiv , he contributes to public finance analysis. Education : Habilitation (2001) and Ph.D. (1995) from University of Munich Research Themes : Tax havens, EU fiscal policy, corporate tax incentives, environmental FDI interactions His recent work explores pro-rich inflation dynamics , green dividend mechanisms , and taxation-induced capital distortions . Collaborative projects span institutions like Oxford University , Norwegian School of Economics , and Deutsche Bundesbank . Scientific Recognition Top-100 German researcher in economics & finance (RESEARCH.COM, 2025) International Research Fellow, Oxford CBT CESifo Research Fellow Member, Norwegian Center for Taxation

Jagjit S. ChadhaView profile

Professor

• Macroeconomics
• Monetary and Fiscal Policies
• Business Cycle Analysis
• +3 more

Professor Jagjit S. Chadha is a distinguished academic and policy adviser serving as Professor of Economics at the University of Cambridge's Faculty of Economics. He concurrently serves as Director of the National Institute of Economic and Social Research (NIESR) until December 2024, and holds advisory roles with the Bennett Institute of Public Policy and the Productivity Institute. His career spans academic appointments at the University of Kent and St Andrews, and professional roles including Chief Quantitative Economist at BNP Paribas and Specialist Adviser to the UK Treasury Committee. His research focuses on macroeconomics, monetary policy, fiscal frameworks, and historical business cycles. Notable contributions include analyses of quantitative easing impacts, debt management strategies, and long-term UK economic data. Chadha has authored A Century of High Frequency UK Macroeconomic Statistics and frequently publishes in journals like Journal of Economic Surveys and Economic History Review . He has received an OBE (2021) and Royal Economic Society Founding Fellowship (2025). His work bridges academia and policy, advising central banks, HM Treasury, and international institutions. Recent media engagements include commentary on UK fiscal rules, China-UK economic relations, and post-pandemic productivity challenges.

Giorgio OttonelloView profile

Assistant Professor

• Empirical Asset Pricing
• OTC Markets
• Institutional Investors
• +2 more

Giorgio Ottonello is a tenure-track Assistant Professor of Finance at NOVA School of Business and Economics (NOVA SBE), part of NOVA University Lisbon in Portugal. His research focuses on empirical asset pricing in fixed-income markets, with emphasis on institutional investor behavior, OTC market dynamics, and credit-liquidity risk interactions. Education: PhD in Finance, Vienna Graduate School of Finance (2019) M.Sc. in Quantitative Finance, Vienna University of Economics and Business (2014) Bachelor of Business Administration, University of Genoa (2012) Research Focus: Ottonello's work employs large-scale empirical methods to investigate institutional investor behavior in fixed-income markets, particularly examining OTC market microstructure and the interplay between credit risk and liquidity risk . His research demonstrates how regulatory changes alter credit rating informativeness and how macroeconomic shocks create reverse causality in credit markets, revealing novel transmission channels between real economy developments and financial markets. Publication Trends: His 10 most recent publications (2019-2024) appear in top finance journals including the Journal of Finance and Review of Corporate Finance Studies, showing consistent focus on fixed-income market anomalies. Key themes include inventory constraints in underwriting, benchmarking effects, and cyber risk transmission, with methodology emphasizing causal identification through natural experiments and high-frequency data analysis. Scientific Recognition: RAPS Best Paper of the Year Award (2022) for groundbreaking work on underwriter inventory constraints Academic Leadership: Ottonello supervises Master's theses at NOVA SBE in empirical asset pricing and sustainable finance, while teaching core investments courses. His exceptional teaching evaluation (5.3/6) reflects effective pedagogy in quantitative finance, building on prior experience teaching at WU Vienna where he received perfect scores (1.0/6) for finance paper writing instruction. He actively contributes to academic discourse through frequent presentations at major finance conferences including FIRS, EFA, and SGF.

BAI YunxiaView profile

Professor

• Corporate Finance
• Financial Accounting
• Capital Market
• +3 more

BAI Yunxia is a Professor and PhD Advisor at the School of Economics & Management, Tongji University, where she chairs the Department of Accounting. Her research focuses on Corporate Finance, Financial Accounting, and Capital Markets, with a particular emphasis on State-Owned Enterprises (SOEs) and government policy impacts. Education: PhD, MA, and BS from Xiamen University (2004, 2001, 1995), Postdoctoral Fellow at Peking University (2009). International Experience: Visiting Scholar at the University of Texas at Arlington (2006). Her work explores corporate governance, earnings management, and maturity mismatch in financial systems. Recent publications analyze risk disclosure in IPO pricing, tax policy implications, and SOE performance under government reforms. BAI Yunxia has secured grants from China’s National Natural Science Foundation and the Education Ministry, including projects on financial system transformation and SOE governance. She serves as reviewer for multiple journals and is an Executive Editor of the China Finance Review. Scientific Awards: Best Doctoral Dissertation (Xiamen University), China Accounting Association Prizes (2008, 2005). Her career bridges academia and industry, with prior roles as an Assistant Engineer at Kaiyuan Group and Visiting Scholar at Cheung Kong Graduate School of Business.

Giulio TrigiliaView profile

Assistant Professor

• Financial Economics
• Information Economics
• Contracts and Securities Design
• +3 more

Giulio Trigilia is an Assistant Professor of Finance at the Simon School of Business, University of Rochester. He holds a PhD in Economics from the University of Warwick, alongside earlier degrees from the University of Bologna and Collegio Carlo Alberto. His research focuses on financial economics, information economics, contracts and securities design, and the history of finance with a 19th-century emphasis. Trigilia is a member of the Finance Theory Group (FTG) and teaches courses on corporate restructuring, investments, and agency theory. Education: BSc & MA in Political Science (University of Bologna), MSc Economics (Collegio Carlo Alberto), PhD Economics (University of Warwick) Research Interests: Financial Contract Design, Moral Hazard, Political Uncertainty, Debt Maturity Effects, and Historical Financial Markets Labs/Teams: Finance Theory Group (FTG) His recent work explores topics like voluntary corporate disclosure impacts, Brexit’s influence on exchange rates, and the dynamics of short-term debt overhang. He frequently examines how information asymmetries shape financial instruments and corporate policies. Trigilia’s research bridges theoretical models with historical market analysis, such as his study of 19th-century London Stock Exchange momentum effects. Notable contributions include resolving theoretical debates on pledgeability’s role in firm value and demonstrating how lender competition affects creditor rights’ real-world impact. His articles often propose novel mechanisms to address financing constraints and moral hazard challenges in corporate settings.

• Financial Economics
• International Economics
• Applied Microeconomics
• +3 more

Emanuele Brancati serves as Associate Professor of Economics at Sapienza University of Rome and maintains a research affiliation with the IZA Institute of Labor Economics. His academic work bridges theoretical economics with empirical analysis of real-world business dynamics. Brancati's research centers on applied microeconomics with strong emphasis on firm behavior under financial constraints and global interconnectedness. His investigations span financial economics (debt structure, credit access), international economics (global value chains, export dynamics), and innovation economics (R&D responses to crises). Notably, his work examines how production networks transmit shocks through supply chains and how political risk influences economic decision-making. The COVID-19 pandemic and Great Recession serve as critical natural experiments in his research on firm resilience. Analysis of his 15 most recent publications reveals consistent methodological rigor using firm-level datasets across multiple countries. His work demonstrates evolving focus from traditional banking-firm relationships (2017-2020) toward complex network effects in globalized economies (2021-2025), with increasing attention to digital transformation and political economy dimensions. The integration of production network theory with financial shock transmission represents a distinctive contribution to contemporary economic literature. Brancati actively contributes to policy-relevant research through working papers on labor market power in Latin America and conflict impacts on firms, reflecting his commitment to addressing pressing economic challenges in developing economies. His collaborative approach is evident in extensive co-authorship patterns across international research teams.

Anusha ChariView profile

Professor

• International Finance
• Emerging Markets
• Capital Flows
• +4 more

Anusha Chari is a Professor of Economics and Finance at the University of North Carolina at Chapel Hill, holding dual appointments in the Department of Economics and Kenan-Flagler Business School. She maintains significant external affiliations as a Research Associate at the National Bureau of Economic Research (NBER), Research Fellow at the Centre for Economic Policy Research (CEPR), Visiting Fellow at the Hoover Institution, and Senior Faculty Fellow at the Kenan Institute of Private Enterprise. Her editorial roles include associate editor for the Journal of Economic Perspectives and Journal of International Economics. Her educational background features a Ph.D. in International Finance from UCLA's Anderson School and a BA in Philosophy, Politics, and Economics from Balliol College, Oxford, complemented by Economics studies at the University of Delhi. Professional milestones include service on the President's Council of Economic Advisers (2024) and chairing the American Economic Association's Committee on the Status of Women in the Economics Profession (CSWEP) from 2022-2024. Chari's research centers on international finance with emphases on emerging market vulnerabilities, global capital flows, and financial stability mechanisms. Her work examines how monetary policy shocks transmit through global financial cycles, the dynamics of risk-on/risk-off episodes, and regulatory frameworks for banking crises. Recent expansions include gender representation analysis within economics academia, revealing systemic disparities through NBER Summer Institute participation data. This research portfolio bridges theoretical finance with real-world policy applications, particularly in crisis contexts like the Puerto Rican debt restructuring and COVID-19 market responses. Publication trends reveal consistent focus on tail-risk analysis in emerging markets, evolving from corporate debt vulnerabilities (2017-2019) to sophisticated modeling of extreme capital flow events (2020-2023). Her work increasingly integrates gender dimensions into financial stability research while maintaining technical rigor in measuring global risk transmission mechanisms. The Annual Review of Economics acceptance (2023) underscores recognition of her framework connecting non-bank financial intermediation to emerging market fragility. Professional leadership extends beyond CSWEP chairmanship to active participation in Federal Reserve research forums and Brookings Institution initiatives. Her advisory capacity includes high-impact roles such as the President's Council of Economic Advisers (2024), where her expertise on international spillovers informs domestic policy. Grant funding is evident through sustained NBER affiliation and multi-institution collaborations, though specific awards aren't documented in source materials.

Joseph FanView profile

Professor

• Corporate Finance
• Corporate Governance
• Family Business
• +2 more

Professor Joseph Fan is a distinguished scholar at UQ Business School, The University of Queensland, specializing in corporate finance and governance in emerging markets. He holds a PhD from University of Pittsburgh and a BA from National Taiwan University. Professor Fan's research focuses on: Ownership structures in Asian corporations Family business dynamics and succession Political connections of firms Corporate governance mechanisms Institutional determinants of corporate structure His highly cited work examines how cultural, political and institutional factors shape business organizations in emerging economies, particularly China. His publications demonstrate consistent focus on corporate governance variations across institutional environments, with recent work examining family trust arrangements and collectivist cultural influences on business formation. Research frequently compares governance practices across developed and emerging markets. Professor Fan has developed specialized courses on corporate governance from emerging market perspectives and family firm succession. His research insights are regularly featured in global media including The Economist and Financial Times.