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John A. SpryView profile

Professor

• State and local public finance
• Economics of state lotteries
• Effects of tax rates on tax bases
• +1 more

John A. Spry is a Professor of Finance in the Department of Finance at the Opus College of Business, University of St. Thomas, where he has served since 2003, advancing from Assistant to full Professor. His expertise centers on state and local public finance, lottery economics, tax policy effects, and applied econometrics, with significant contributions to understanding gambling industry dynamics and fiscal policy. Dr. Spry's academic credentials include: PhD in Economics from the University of Rochester MA in Economics from the University of Rochester BS in Economics (Math minor) from The Ohio State University His research examines how tax structures impact revenue bases, the economic behavior surrounding lotteries and casinos, and methodological applications in nonparametric econometrics. This work directly informs policy discussions on state taxation and gaming regulation, as evidenced by his consultancy for legislative bodies. Analysis of his publication timeline reveals a consistent focus on public finance mechanisms, with recent work (2019-2020) addressing pandemic policy impacts and lottery dynamics, while earlier research (2003-2016) established foundational insights into tax competition, casino revenue elasticity, and lottery regressivity. His scholarship bridges theoretical econometrics with real-world fiscal challenges, particularly in Midwestern state economies.

Mengxi ZhangView profile

Associate Professor

• Microeconomic Theory
• Mechanism Design
• Auction Theory
• +3 more

Mengxi Zhang is an Associate Professor with tenure in the Department of Economics at the University of Bonn, holding concurrent affiliations with the Hausdorff Center for Mathematics, Collaborative Research Center CRC TR 224, and ECONtribute: Markets & Public Policy. Her research bridges theoretical economics and applied market design within these prestigious institutional frameworks. Her educational background includes a PhD in Economics from Boston University, forming the foundation for her specialized expertise in microeconomic theory. This training is evident in her rigorous analytical approach to complex economic problems. Dr. Zhang's research program focuses on Mechanism Design and Auction Theory , with significant contributions to Contest Theory and Market Design . Her work explores strategic behavior under uncertainty, risk preferences in bidding environments, and optimal institutional design. This research intersects behavioral economics through investigations of non-expected utility models and their implications for market outcomes. Analysis of her publication record reveals consistent contributions to top-tier economics journals, with thematic emphasis on auction theory extensions, insurance design under asymmetric information, and security structuring for risk-averse agents. Her work demonstrates methodological sophistication through advanced mathematical modeling while maintaining relevance to real-world market applications. As an active researcher within the Hausdorff Center for Mathematics and ECONtribute network, she contributes to collaborative projects examining market mechanisms and public policy interfaces. Her institutional affiliations provide robust support for theoretical research through access to interdisciplinary expertise and computational resources.

Anne OpschoorView profile

Associate Professor

• Financial Econometrics
• Time Series Econometrics
• Risk Management
• +3 more

Dr. Anne Opschoor is an Associate Professor in the Department of Finance at Vrije Universiteit Amsterdam and a research fellow at Tinbergen Institute. She holds a PhD from the Tinbergen Institute/Econometric Institute at Erasmus University Rotterdam (2014) and a master's degree in financial econometrics from Erasmus University Rotterdam. Her research focuses on financial econometrics, time series analysis, risk management, and copula models. She has received notable awards, including the NWO VIDI Grant (2021) and the 2014 Journal of Applied Econometrics Dissertation Prize. Her teaching includes courses such as Empirical Finance, Quantitative Research Methods, and Mathematics for Finance. She has supervised PhD theses and contributes to grants like the NWO VIDI-funded project on extreme risks in high dimensions. Her work frequently addresses volatility modeling, tail risk, and multivariate financial dependencies, leveraging computational tools like the R package MitISEM. She has published extensively in journals such as the Journal of Financial Econometrics and Journal of Applied Econometrics.

Hongping TanView profile

Professor

• Big Data & Machine Learning
• Capital Markets
• Corporate Finance
• +6 more

Professor Hongping Tan is a tenured faculty member in the Accounting area at McGill University's Desautels Faculty of Management, where she holds the rank of Professor. Her office is located in the Bronfman Building at 1001 rue Sherbrooke Ouest, Montreal. Previously, she served as Associate Professor at York University (2014-2017) and University of Waterloo (2012-2014), and held assistant professor positions at University of Waterloo (2008-2012), UNBC (2006-2008), and Hubei University, China (1996-2001). Her research focuses on the intersection of accounting, finance, and data analytics, with core interests in Big Data & Machine Learning, Capital Markets, Corporate Finance, and International Finance. She investigates how financial analysts process information, the impact of corporate disclosure on capital markets, and the application of textual analysis in understanding market reactions. Her work frequently examines information asymmetry, cross-border investment patterns, and the behavioral aspects of financial reporting. Professor Tan's publication record (2008-2024) reveals a consistent trajectory from international accounting standards research toward advanced data analytics applications. Early work established her expertise in foreign analyst behavior and IFRS adoption effects, while recent publications incorporate climatic risk analysis and sophisticated textual analysis of corporate disclosures. Common methodological threads include large-scale dataset analysis, cross-country comparisons, and innovative approaches to measuring information processing in capital markets. Her scientific recognition includes: Best International Paper Award at EFA 2012 Boston CFA Best Paper Award at 2011 FMA Asian Conference Vernon Zimmerman Best Paper Award (2011) WatRISQ Research Award (2011-2012) Top 10 Distinguished Youth Faculty of Hubei University (1998) Queen’s Graduate Award and Mcleod-D.I. Fellowship Professor Tan actively supervises PhD candidates including Yaping Zheng, Peng Wang, and Ken Duan. Her research program is substantially funded through SSHRC grants, notably as Principal Investigator for the $147,966 Insight Grant (2022-2026) on textual analysis of analyst reports. She has secured over $500,000 in research funding since 2008, including multiple SSHRC Standard and Insight Grants, demonstrating sustained research excellence and methodological innovation in accounting and finance.

• Financial Regulation
• Cybersecurity
• Artificial Intelligence in Finance
• +4 more

Dr. Devraj Basu is a Senior Lecturer in Accounting and Finance at the University of Strathclyde's Strathclyde Business School. He specializes in financial regulation, cybersecurity, and AI-driven solutions for financial crime mitigation. His research focuses on leveraging technology to combat fraud, money laundering, and malware threats while addressing commodity market volatility and institutional risk dynamics. Professional Activities: Co-investigator in the Fintech - Centre of Innovation in Financial Regulation (Glasgow City Region) project (2025-2026) Principal Investigator for 'Using synthetic data and unsupervised learning methods for malware detection' (2023-2024) Participant in the Financial Regulation Innovation Lab: Morgan Stanley Stakeholder Workshop (June 2023) Research Interests: Dr. Basu's work bridges financial systems and cybersecurity, with emphasis on: AI frameworks for end-to-end financial crime detection Data privacy in payment systems (e.g., authorized push payment fraud) Applications of unsupervised learning in malware identification Volatility mechanisms in commodity markets Grants & Projects: - Led a £150k Innovate UK project on malware detection using synthetic data (2022-2023) - Co-investigator in a £2M Glasgow City Region Fintech initiative Labs & Collaborations: Affiliated with StrathCyber, the University's multidisciplinary cybersecurity hub. Active in cross-disciplinary projects with the Financial Regulation Innovation Lab and Morgan Stanley.

Tong WangView profile

Assistant Professor

• Financial Derivatives
• Option Pricing
• Market Liquidity
• +2 more

Tong Wang is an Assistant Professor of Finance at the University of Oklahoma's Price College of Business. He holds a Ph.D. in Finance and Business Economics from the University of Southern California's Marshall School of Business. His teaching focuses on investments and derivative securities at both undergraduate and graduate levels. His research interests center on financial derivatives, option pricing, and market liquidity. Recent work explores topics such as return extrapolation effects, volatility hedging strategies, and the causal impact of option trading on stock pricing. Published articles span 2012–2024, covering derivative markets, volatility modeling, and market microstructure. Notable themes include forecasting stock returns via options, downside risk premiums, and index reversal dynamics. No scientific awards are explicitly mentioned in the text. Advising and grant activities are not detailed, though his teaching and research roles imply active involvement in academic mentorship.

Maria de BoyrieView profile

Professor

• International Finance
• Emerging Markets
• Capital Flight Analysis
• +7 more

Maria de Boyrie is a Professor of Finance at the College of Business, New Mexico State University (NMSU). She holds a Ph.D. in Finance from Florida International University (1995), specializing in nonlinear exchange rate forecasting methodologies. Her research focuses on international finance, emerging markets, capital flight analysis, ESG investments, commodity markets, and financial risk management. She teaches graduate courses like Advanced Financial Management and undergraduate courses such as Financial Information Technology and International Managerial Finance. Education : Ph.D. in Finance, Florida International University, 1995 Master of Science in Finance, Florida International University, 1990 B.B.A. in Finance/International Business, Florida International University, 1989 Research Interests : Dr. de Boyrie’s work examines structural changes in financial markets, currency dynamics, trade misinvoicing, and the impact of ESG factors on investment performance. She has extensively studied capital flight mechanisms in Africa, commodity price volatility, and the relationship between trade agreements and economic growth in Latin America. Her recent studies explore AI and fintech’s impact on banking performance and ESG indices during crises like the 2020 stock market crash. Her publications span over 30 articles in journals like Journal of Futures Markets , International Journal of Finance , and Global Economy Journal . Notable topics include commodity-indexed sovereign risk spillovers, hedging effectiveness of commodities, and the sell-in-May effect in ESG portfolios. Grants & Advising : No specific grants or advisee names are listed in the provided materials. She maintains a focus on financial crime detection mechanisms, including optimal audits to detect abnormal pricing in international trade. Labs/Teams : No specific labs or collaborative teams are mentioned, though her work involves interdisciplinary collaborations on topics like econometric modeling and policy analysis.

Koray D. SimsekView profile

Professor

• Investment Management
• Risk Management
• Derivatives Markets
• +3 more

Koray D. Simsek holds the Orchid/Singleton Chair of Finance at the Crummer Graduate School of Business, Rollins College. He specializes in investments, risk management, derivatives markets, and financial modeling with a focus on emerging markets. His research has been published in top-tier journals including Operations Research and Journal of Portfolio Management. Dr. Simsek previously taught at Sabanci University and EDHEC Business School, where he co-headed the Asset-Liability Management program at EDHEC Risk Institute. He has a visiting scholar appointment at MIT Sloan School of Management and holds the CFA designation. His consulting experience spans industries like asset management, banking, energy, and fintech in Turkey, France, and the US. Education : Ph.D. in Finance, Princeton University MA in Economics, Princeton University BSc in Industrial Engineering, Bogazici University Research Interests : Dr. Simsek’s work focuses on advanced financial modeling techniques with practical applications in risk management, portfolio optimization, and emerging market dynamics. He pioneers methodologies for longevity risk mitigation and has designed stochastic programming frameworks for multi-period asset allocation. His research also explores cross-border financial instruments and supply chain risk management in energy sectors. Consulting & Expertise : He has advised institutions including Akbank, Borsa Istanbul, EDF, and Mt. Lucas Management on derivatives strategies, capital structure optimization, and regulatory compliance. His teaching innovations include establishing Turkey’s first university trading room at Sabanci University. Labs/Initiatives : Founded and managed the first educational trading room in Turkey, integrating real-time market data into graduate education. Co-led the Asset-Liability Management research program at EDHEC Risk Institute, driving cross-disciplinary financial risk solutions.

Haofeng XuView profile

Lecturer

• FinTech
• Big Data Analytics
• Marketplace Lending
• +3 more

Haofeng Xu is a Lecturer (Assistant Professor) in Accounting and Finance at Loughborough Business School, Loughborough University. Previously, he held a Lecturer position at the University of Aberdeen Business School. He holds a PhD and is a Fellow of the Higher Education Academy (FHEA). His research focuses on FinTech innovation, big data analytics in finance, and machine learning applications. Key areas include marketplace lending dynamics, regulatory impacts on FinTech credit, and cross-country analyses of corporate governance and risk management. His work bridges traditional finance with modern technological advancements, emphasizing both theoretical and empirical contributions to financial markets and institutions. Recent publications explore stock price crash risk linked to shareholder behavior, international evidence on FinTech credit systems, and board diversity’s influence on firm risk across countries. Xu’s research has implications for policymakers, financial regulators, and firms navigating digital transformation in finance.

• Corporate Finance
• IPO Markets
• ESG/CSR
• +5 more

Prof. Gonul Colak is a Professor of Accounting and Finance at the University of Sussex Business School, currently serving as Head of the Department of Accounting & Finance. He holds a fractional professorship at Hanken School of Economics in Finland, with prior roles including Visiting Scholar positions at NYU and Turkish Central Bank's Istanbul School of Central Banking. His research interests span IPO markets, ESG/CSR, political uncertainty, and financial econometrics. Colak earned his PhD from the University of Iowa (2004) following a BS from Bilkent University (1998). Research Focus: His work addresses corporate restructuring, IPO dynamics, political impacts on finance, and ESG integration. Notable contributions include studies on climate change denial's corporate implications, systemic risk in oil markets, and policy uncertainty's influence on CSR strategies. His research has been published in top journals like Journal of Financial Economics and Review of Financial Studies . Teaching & Grants: Teaches advanced courses in financial economics and FinTech. Leads a British Academy-funded grant exploring board gender diversity and ESG-linked compensation. Previously directed Hanken's PhD program in finance and served on Nordic academic boards.

Ingrid M. WernerView profile

Professor

• International Finance
• Market Microstructure
• Financial Regulation
• +3 more

Ingrid M. Werner is the Martin and Andrew Murrer Professor of Finance at Ohio State University’s Fisher College of Business. She holds a PhD in Economics from the University of Rochester and an honorary doctorate from Stockholm School of Economics. Her roles include Chair of the Scientific Advisory Board of the Swedish House of Finance, Director of the American Finance Association, and member of the Nobel Prize in Economic Sciences committee. Education: PhD (Economics, Rochester), Honorary Doctorate (Stockholm School of Economics), MBA/Ekon. Lic. (Stockholm School of Economics). Research Interests : International Finance: Home bias, cross-border securities, and market integration Market Microstructure: Dark pools, institutional trading, tick size regulation, and liquidity Financial Regulation: OTC markets, short-sale policies, and regulatory design Awards & Affiliations : Foreign Member, Swedish Royal Academy of Sciences CEPR Research Fellow Editorial boards of Journal of Finance and Journal of Financial Markets Teaching & Outreach : Teaches Trading & Markets at Fisher College Former visiting professor at Stanford, University of Michigan, and Bocconi University Key Projects : Current research includes retail execution quality, trading fees, and the politics of academic research.

• Corporate Finance
• Regulation
• Information Economics
• +4 more

SHANG Botong is an Assistant Professor of Finance at the Lee Kong Chian School of Business, Singapore Management University. He holds a Ph.D. in Finance from the University of Rochester (2021), and prior degrees from The Ohio State University. His research focuses on corporate finance regulation, information economics, and the real effects of financial markets. Current interests include derivatives, sustainable finance, and fintech innovations. Education: Ph.D. in Finance, University of Rochester (2021) M.Sc. in Business Administration, University of Rochester (2018) M.Sc. in Family Resource Management, The Ohio State University (2015) B.A. in Economics, The Ohio State University (2012) Research Interests: Explores how regulatory frameworks impact corporate behavior, particularly in fraud deterrence and SEC enforcement dynamics. Analyzes financial markets' real-world effects on corporate strategy and investor decisions. Engages with derivatives pricing mechanisms and sustainable finance practices in emerging markets. Publications: Recent work examines SEC regulatory impacts on corporate fraud strategies and the real effects observed in option markets. Early research includes studies on fund manager networks and college savings decision-making frameworks. Awards/Grants: No specific awards or grants mentioned in available texts. Advising: No listed advisees. Active in curriculum development for finance programs focusing on fintech and regulatory compliance.

Brian BusheeView profile

Professor

• corporate disclosure
• fundamental analysis
• institutional investors
• +3 more

Brian Bushee is The Geoffrey T. Boisi Professor and Senior Vice Dean of Teaching and Learning at the Wharton School of the University of Pennsylvania. He has been a faculty member at Wharton since 2000, after previously serving as an Assistant Professor at Harvard Business School and a Visiting Assistant Professor at the University of Chicago. His primary academic affiliation is with the Accounting Department where he teaches MBA courses in financial reporting and disclosure analytics. Professor Bushee received his Ph.D. in Accounting from the University of Michigan's Ross School of Business and his A.B. from Duke University, where he was elected to Phi Beta Kappa in 1989. His educational background provided the foundation for his distinguished career in academic accounting research and teaching. Professor Bushee's research program focuses on the impact of information intermediaries—such as institutional investors, sell-side analysts, and the business press—on corporate disclosure decisions and on the stock market pricing of information. His work examines how different types of investors interact with corporate disclosures, how disclosure quality affects market efficiency, and how corporate managers strategically communicate with investors. He has developed influential classifications of institutional investors based on their trading horizons, investment styles, and tax sensitivity, which have been widely adopted in financial accounting research. His research output demonstrates consistent high-quality contributions to the field, with publications spanning corporate disclosure practices, institutional investor behavior, and market efficiency. Recent work has examined managerial opportunism around investor conferences, media effects on retail investors during IPO periods, and linguistic complexity in firm disclosures, showing his continued engagement with both theoretical and practical aspects of financial reporting. Christian R. and Mary F. Lindback Award for Distinguished Teaching at the University of Pennsylvania (2015) Multiple Excellence in Teaching Awards at Wharton Helen Kardon Moss Anvil Teaching Award (2009) University of Michigan Ross School of Business Ph.D. Distinguished Alumni Award (2011) AAA Competitive Manuscript Award (1998) As an educator, Professor Bushee has taught the MBA introductory financial accounting course at Wharton, Harvard, and Chicago, and he also teaches in the Wharton Seminar for Business Journalists and various Executive Education programs. His commitment to innovative teaching methods and curriculum development has been recognized with the Teaching Commitment and Curricular Innovation Award. He serves as Senior Vice Dean of Teaching and Learning, where he plays a key leadership role in educational innovation at Wharton. Professor Bushee maintains an active research program with several ongoing projects examining corporate disclosure practices and investor behavior. His Institutional Investor Classification Data website provides valuable resources for researchers studying institutional ownership patterns, with classifications spanning transient/quasi-indexer/dedicated orientation, investment style, growth style, and tax sensitivity.

Michael HaslerView profile

Professor

• Finance
• Asset Pricing
• Investor Behavior
• +4 more

Michael Hasler is a Full Professor of Finance at the University of Neuchâtel's Faculty of Economics, a position he has held since 2023. Previously, he served as Associate Professor of Finance at the University of Texas at Dallas (2019-2023) and Assistant Professor of Finance at the University of Toronto (2013-2019). His primary affiliation is with the Institute for Financial Analysis. Professor Hasler's research examines how information acquisition mechanisms, investor disagreement dynamics, and learning processes influence trading strategies and asset pricing models. His work integrates behavioral finance with quantitative methods to explore: Asset valuation under information asymmetry Portfolio selection during market uncertainty Learning patterns in monetary policy transmission Attention-driven market volatility Term structure modeling for equities His publication analysis reveals consistent focus on asset pricing innovations, with recent works exploring monetary policy transmission in equity markets (2025), ICAPM-based return predictability (2024), and macro-finance models for derivatives pricing (2023). Common themes include investor attention dynamics, rare event modeling, conditional asset pricing, and business cycle uncertainty.

• Climate Finance
• Renewable Energy
• Dynamics of Energy Transition
• +8 more

Dr. Sumit Kothari is a Research Fellow at University College London's Bartlett School of Environment, Energy and Resources, specializing in climate finance and low-carbon transition dynamics. His work bridges financial systems analysis with environmental sustainability, leveraging industry experience from Morgan Stanley and entrepreneurial background in Indian investment startups to address real-world climate finance challenges. His educational foundation includes: PhD in Sustainable Resources and Climate Policy (UCL, 2019-2024) MSc Economics and Policy of Energy and the Environment (UCL, 2016-2017) Post Graduate Diploma in Management (IIM Calcutta, 2002-2004) Bachelor of Commerce (University of Mumbai, 1998-2001) Dr. Kothari's research centers on Climate Finance and Energy Transition Dynamics , employing Complexity Economics to analyze investment networks and risk underwriting in developing countries. His work on Technology Scaling examines financial mechanisms for accelerating renewable adoption, while his expertise in Computational Statistics informs analysis of environmental resource economics and policy design. Key contributions address financial tipping points, equity in climate finance flows, and fossil fuel finance phase-out challenges. His publication record (2021-2025) reveals three dominant trends: 1) Systemic analysis of financial mechanisms driving sustainability transitions, 2) Critical examination of equity gaps in international climate finance, particularly for developing nations, and 3) Application of complexity theory to low-carbon finance markets. These works, published in Nature Communications, Nature Climate Change, and Earth System Dynamics, demonstrate increasing impact with multiple papers exceeding 100 citations. No major scientific awards were identified in the source materials, though his research has influenced policy discussions and been covered by numerous news outlets including Financial Times and Bloomberg. Dr. Kothari's advisory activities focus on sustainable development goals 7, 11, and 13, with collaborations spanning UCL, University of Strathclyde, and industry partners. Current research grants investigate: Financial tipping points for accelerated decarbonization Equity frameworks for international climate finance Complexity modeling of low-carbon investment networks He contributes to UCL's Climate Finance and Technology Scaling research cluster, collaborating with environmental economists and complexity scientists to develop practical financial instruments for the low-carbon transition while maintaining industry connections through his private investment startup cofounding role.