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Charles M. Jones is a Professor of Finance at Columbia Business School, Columbia University, with an extensive publication record spanning several decades. His research focuses on market microstructure, high-frequency trading, short selling, retail investor behavior, and stock market liquidity. His work has appeared in top finance journals including the Journal of Finance, with his most recent publication "Nonstandard Errors" appearing in the June 2024 issue. Professor Jones's research interests center on understanding how financial markets function at a granular level. His work on market microstructure examines the mechanics of price formation, liquidity provision, and the impact of trading technologies on market quality. His research on short selling has been particularly influential, investigating when short sellers trade, what information they possess, and how regulatory interventions like short sale bans affect market functioning. His more recent work has explored the rise of retail trading through platforms like Reddit and its implications for price discovery, particularly during events like the GameStop phenomenon and the COVID-19 pandemic. Analysis of his publication trends reveals a consistent focus on market efficiency and price discovery mechanisms, with increasing attention to retail investor behavior in recent years. His work spans both theoretical modeling and empirical analysis of market data, often utilizing high-frequency datasets to examine intraday trading patterns. The interdisciplinary nature of his research bridges finance, economics, and information science, contributing to both academic understanding and practical market regulation. Professor Jones has collaborated extensively with researchers across the globe, as evidenced by his numerous co-authored papers with scholars from institutions worldwide. His work has significant implications for market regulators seeking to understand the impact of technological changes and regulatory interventions on market quality and efficiency.

• Market Microstructure
• High-Frequency Trading
• Short Selling
• +7 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

Alexander I. Platt is the Earl B. Shurtz Research Professor of Law and Director of the Polsinelli Transactional Law Center at the University of Kansas School of Law. He specializes in securities regulation, corporate law, and administrative law, with a focus on regulatory frameworks, corporate governance, and legal ethics. Platt teaches Contracts, Securities Regulation, Business Organizations, and Due Diligence in Business Transactions. Platt earned his B.A. in Philosophy and Political Science (magna cum laude) from Columbia University in 2006 and his J.D. from Yale Law School in 2012, where he served as an Articles Editor on the Yale Law Journal. He clerked for Judges Stephen F. Williams (D.C. Circuit) and Royce C. Lamberth (D.D.C.) and practiced law at Boies Schiller Flexner LLP before joining KU. He is admitted to multiple U.S. courts, including the District of Columbia and New York. His research explores the intersection of regulatory enforcement, corporate transparency, and legal accountability. Notable works include critiques of SEC whistleblower programs and analyses of IPO regulatory frameworks. His 2024 article on mandatory disclosure was recognized as one of the Top 10 Corporate & Securities Law Articles of the year. Platt advocates for balanced legal guardrails to address modern market challenges like unicorn valuations and short seller dynamics. Research Highlights : SEC enforcement mechanisms and transparency Whistleblower incentives and corporate accountability IPO regulatory bureaucracy Corporate governance structures Awards : Top 10 Corporate & Securities Law Articles of 2024 Platt’s work has been cited by SEC Commissioners and featured in major media outlets like the Wall Street Journal and Bloomberg, underscoring the practical impact of his scholarship on legal and regulatory policy.

• Securities Regulation
• Corporate Law
• Financial Law
• +3 more

Dr. Ruiqiao Zhang serves as a Senior Lecturer in Corporate Finance, Corporate and Commercial Law at the University of Edinburgh's School of Law, where she is affiliated with the Edinburgh Centre for Commercial Law. Her office hours are held Thursdays from 13:00-14:00, and she can be contacted via telephone (+44 (0)131 650 6957) or email (Ruiqiao.Zhang@ed.ac.uk). Her academic credentials include: Bachelor of Law and Bachelor of Science from Chinese institutions Master of Civil and Commercial Law (China), Master of International Commercial and Trade Law (Netherlands), and Master of Comparative Law (Canada) Doctor of Civil Law (DCL) from McGill University under Professor Lionel Smith Dr. Zhang's research centers on trust law evolution in financial markets, with emphasis on comparative analyses between Common Law and Civil Law systems—particularly China's adoption of trust principles. Her work examines trustee roles in commercial contexts, beneficiary interests in commercial trusts, and regulatory frameworks for trust applications in asset management. She bridges theoretical legal concepts with practical financial market demands, highlighting tensions between traditional trust structures and modern entrepreneurial functions. Analysis of her publication trends reveals consistent focus on trust law's adaptation to financial innovation, with increasing attention to Chinese regulatory frameworks and cross-border implications. Her research spans corporate finance, international trade law, and property rights, demonstrating how commercial trusts evolve from guardian entities to active financial instruments while navigating jurisdictional complexities. No scientific awards were documented in the provided materials. Dr. Zhang accepts PhD students and maintains active advisory roles with the Scottish Ethnic Minorities Lawyers Association, China Law Society, and Cross Party Group on China of the Scottish Parliament. Her consultancy work connects academic research with policy development in UK-China legal cooperation, including participation in the Third UK-China Rule of Law Roundtable. She contributes to the Edinburgh Centre for Commercial Law's research initiatives, focusing on commercial trusts' regulatory challenges and their integration into civil law jurisdictions through comparative legal studies.

• Trust Law
• Corporate Finance
• Commercial Law
• +3 more

Haoran Zhang is an Assistant Professor in the Department of Economics & Finance at Manhattan University. His research focuses on financial markets, corporate finance, and crisis impact analysis. He teaches courses such as Corporate Finance (FIN 324), Insurance and Risk Management (FIN 370), and Fixed Income Analysis (FIN 432). His work explores topics like herding behavior, market regulations, and the effects of financial crises on corporate strategies. With a publication record emphasizing China's financial markets and regulatory interventions, his research bridges theoretical models and real-world market dynamics. He holds no listed awards but has contributed to understanding post-crisis financial futures markets and retail investor behavior. His advising and grants activities are not detailed in the provided materials.

• Financial Markets
• Corporate Finance
• Investment Strategies
• +3 more

Nurul Alam is a Lecturer in Accounting at the University of Sydney Business School. His research focuses on machine learning applications in finance and accounting, corporate distress prediction, and financial reporting. He holds a PhD from the University of Sydney, where he investigated machine learning models for US corporate bankruptcies. His teaching excellence has earned over 15 awards, including multiple Dean’s Citations and nominations for the Wayne Lonergan Award for Teaching Excellence. Education Master of Commerce (Finance & Accounting), University of Sydney Bachelor of Business Administration (Finance & Banking), University of Rajshahi, Bangladesh Research Interests Machine Learning and Deep Learning in accounting and finance Big Data analytics for corporate financial decision-making Accounting fraud detection mechanisms Financial reporting standards and regulations Current Projects Corporate bankruptcy prediction using survival models and AI Deep Learning applications in panel data analysis for firm distress Machine learning variable selection in corporate finance Accounting fraud patterns among lower/mid-level employees Teaching Contributions Financial Accounting B (ACCT3011) Quantitative Methods for Accounting (QBUS5002) Quantitative Business Analysis (BUSS1020)

• Machine Learning and Deep Learning
• Big Data and Artificial Intelligence in Accounting
• Accounting Fraud
• +3 more

Samuel G. Hanson is the William L. White Professor of Business Administration at Harvard Business School (HBS), a Research Associate at the National Bureau of Economic Research (NBER), and a Faculty Affiliate of the Harvard Department of Economics. He teaches Finance 1 in the MBA curriculum and Ph.D. courses in Corporate Finance and Empirical Methods. His research focuses on asset pricing, behavioral finance, corporate finance, and financial intermediation, with a particular emphasis on debt markets and financial stability. Hanson holds a Ph.D. in Business Economics from Harvard University and a B.A. in Quantitative Economics and Philosophy from Tufts University. Before academia, he worked at Lehman Brothers, the Federal Reserve Bank of New York, and the U.S. Treasury Department during the 2009 financial crisis. His work explores investor behavior, institutional factors, and policy interventions to enhance financial stability. Key awards include the 2014 RFS Rising Scholar Prize and the 2015 Brattle Group Distinguished Paper. His research is published in top journals like the Quarterly Journal of Economics, Journal of Finance, and Journal of Financial Economics. He also contributes to policy discussions on banking regulation and government debt management.

• Asset Pricing
• Behavioral Finance
• Corporate Finance
• +3 more

Debarshi K Nandy is Barbara and Richard M. Rosenberg Professor of Global Finance at Brandeis International Business School. He serves as MSF Program Director and Senior Associate Dean, with affiliations in Economics and Social Policy. Research focuses on venture capital, FinTech innovation, and entrepreneurial finance. Holds a Ph.D. from Boston College and M.S. from University of Calcutta. Research explores venture capital ecosystems, corporate payout policies, private equity impacts on trade, and behavioral aspects of financial decision-making. Recent work examines hedge fund strategies and student debt effects on investment behavior. Publications demonstrate consistent focus on financial intermediation mechanisms, with methodological innovation in natural experiments and empirical finance techniques. Fama/DFA Prize for Capital Markets and Asset Pricing Best Paper in Financial Institutions (FMA) Provost Research Award Directs Masters in Finance program and mentors startups. Affiliated with U.S. Census Bureau and NBER, with NSF and SSHRC research grants supporting work in financial innovation.

• Venture Capital
• FinTech
• Entrepreneurial Finance
• +4 more

Ranjan D'Mello is a full-time Professor of Finance at the Mike Ilitch School of Business, Wayne State University, where he has been a faculty member since 2001 and was appointed full professor in 2017. He previously served as Assistant Professor at the University of New Orleans from 1995 to 2001. His administrative roles include Interim Associate Dean (2011–2012) and Interim Finance Department Chair (2010–2011). Education: Ph.D., The Ohio State University, 1995 MBA, The Ohio State University, 1990 M.Com, Sydenham College, 1988 B.Com, Sydenham College, 1986 Ranjan D'Mello's research centers on corporate finance, with a focus on capital structure, executive compensation, trade credit, agency problems, internal capital markets, and corporate social responsibility. His work investigates how firms make financing and investment decisions, the role of debt and equity in corporate policy, and how governance mechanisms like institutional ownership and compensation structures influence firm behavior. He frequently publishes in top-tier finance and accounting journals. His recent publications (2023–2003) reflect a strong empirical focus on corporate financial policy, including trends in leverage, trade credit, CSR, and equity issuance. The articles span disciplines such as finance, accounting, and economics, with recurring themes in capital structure optimization, agency theory, and financial decision-making under uncertainty. Scientific Awards: Excellence in Teaching Award – 2013, Wayne State University Excellence in Teaching Award – 2006, Wayne State University Best Paper in Corporate Finance, Southwestern Finance Association (2006) Ranjan D'Mello has made significant contributions to finance education and research, advising numerous co-authors and contributing to working papers on topics like the marginal value of cash and climate change risk disclosure. He teaches advanced courses in corporate and international finance, including FIN5270 and BA7020, with scheduled instruction through Winter 2025, reflecting his active engagement in academic programs. Labs and Research Teams: While no formal lab is mentioned, Ranjan collaborates extensively with co-authors such as Mark Gruskin, Francesca Toscano, and Mercedes Miranda on research projects related to corporate finance and governance. His work is associated with the Finance department’s research initiatives at the Mike Ilitch School of Business.

• Corporate Finance
• Capital Structure
• Executive Compensation
• +7 more

Thorsten Chmura is a Professor in the Department of Economics at Nottingham Business School, Nottingham Trent University. His work focuses on experimental and behavioral economics, utilizing laboratory and field experiments to address real-world challenges. He maintains collaborations within NTU’s Applied Economics and Policy Research Group, Public Service Management Research Group, and international partnerships across Europe, China, and the US. Chair of Industrial Economics at University of Nottingham (previous) Director, Centre for Research in the Behavioural Sciences (previous) PhD in Economics and Physics from University of Bonn Research interests span behavioral economics, experimental economics, game theory, and traffic modeling. His work examines decision-making under risk, wage discrimination, and behavioral responses in complex systems. Recent publications explore AVOD streaming economics (2024), social trading herding (2022), and toll road choice dynamics (2014). Key article trends include: Behavioral responses in financial markets Risk attitudes across 30 countries Cultural value impacts on loyalty programs Traffic flow simulations Game theory applications in coordination problems Experimental validation of economic theories

• Behavioral Economics
• Experimental Economics
• Game Theory
• +4 more

Robert Kosowski is Professor of Finance and Head of the Department of Finance at Imperial College Business School, Imperial College London. He holds a Ph.D. from London School of Economics, M.Sc. in Economics from London School of Economics, and B.A./M.A. in Economics from Trinity College, Cambridge University. His research examines asset management, risk management, machine learning applications in finance, hedge funds, and performance measurement. He has published in top finance journals including Journal of Finance, Journal of Financial Economics, and Review of Financial Studies. Awards include European Finance Association Best Paper Award (2007), four INQUIRE best paper awards, and British Academy Mid-Career Fellowship (2011-2012). Recent publications focus on machine learning in finance, regulatory impacts on funds, and innovative risk management approaches. Articles demonstrate consistent methodological rigor across quantitative finance topics with practical applications for investment management. Professor Kosowski is co-author of 'Principles of Financial Engineering' and directs executive education programs in Risk Management. He has industry experience as Head of Quantitative Research at Unigestion and previously worked at Goldman Sachs and Deutsche Bank.

• Asset Management
• Hedge Funds
• Risk Management
• +2 more

Xuan Tian is the JD Capital Chair Professor of Finance at PBC School of Finance, Tsinghua University, where he has been actively contributing to academic research and teaching since at least 2014. His institutional affiliation is evident through his university email address (tianx@pbcsf.tsinghua.edu.cn) and his extensive publication record representing Tsinghua University as his primary academic institution. Professor Tian's research interests center on theoretical and empirical corporate finance and entrepreneurial finance, with primary focus areas including Venture Capital, Corporate Innovation, Mergers and Acquisitions, Labor Economics, and Payout Policy. His scholarly work demonstrates a consistent trajectory exploring how financial markets, institutions, and policies influence corporate innovation and entrepreneurial activities, with particular attention to Chinese market dynamics and global comparative perspectives. Analysis of his recent publication trends reveals a growing emphasis on the intersection of technology, information, and finance, with increasing attention to patent systems, innovation ecosystems, and the impact of digital transformation on traditional financial markets. His work frequently examines how market participants process information and how institutional arrangements affect innovation outcomes. Jensen Prize (2nd prize) of Journal of Financial Economics Jensen Prize (1st prize) of Journal of Financial Economics Professor Tian has presented his research at numerous prestigious conferences including the American Finance Association (AFA), Western Finance Association (WFA), and National Bureau of Economic Research (NBER) programs. His teaching portfolio includes Corporate Finance for Master's students and Ph.D. Seminars on Advanced Topics in Finance, demonstrating his commitment to both research and academic mentorship. His publications have been featured in prominent outlets including the Harvard Law School Forum on Corporate Governance and Financial Regulation, indicating significant impact on both academic and practitioner communities.

• Corporate Finance
• Entrepreneurial Finance
• Venture Capital
• +4 more

YUE Heng is a Full-time Professor of Accounting at Singapore Management University (SMU), holding dual roles as Director of the SMU-ZJU Doctor of Business Administration (Accounting & Finance) Program and Programme Director of the SMU Tsinghua Joint Master of Science in CFO Leadership. He joined SMU in 2015 after teaching at Peking University, where he earned his Bachelor's degree in Management from the Guanghua School of Management. He holds a PhD in Accounting from Tulane University's Freeman School of Business. His research focuses on corporate governance, earnings management, voluntary disclosure in emerging markets, and capital market dynamics. Notable contributions include studies on tunneling through intercorporate loans, political corruption impacts on reporting quality, and cultural influences on corporate risk-taking. His work has been published in top journals like the Journal of Financial Economics and The Accounting Review . Honors include the Liyining Research Award (2013) and the ICBC Economic Scholar Award (2011). He advises doctoral students in accounting and has contributed to curriculum development in executive education programs. His current research explores green transition challenges, audit quality in anti-corruption contexts, and information asymmetry in emerging markets. Key Research Themes: Corporate Governance Failures, Financial Transparency, Political Economy of Accounting, Emerging Market Financial Systems Teaching Areas: Advanced Financial Accounting, CFO Leadership, Financial Statement Analysis

• Corporate Governance
• Earnings Management
• Voluntary Disclosure
• +6 more

Professor Tse-Chun Lin serves as Professor and Head of the Finance Area at HKU Business School, The University of Hong Kong. He joined HKU in 2009 as Assistant Professor, achieving tenure and promotion to Associate Professor in 2015 and full Professor in 2018. His research appears in premier journals including American Economic Review, Journal of Financial Economics, and Review of Financial Studies, with coverage in The Economist, WSJ, and Bloomberg. His academic credentials include: Ph.D. in Economics, University of Amsterdam M.Phil. in Economics, Tinbergen Institute M.B.A., National Chengchi University B.A. in Economics, National Taiwan University Professor Lin's research centers on Behavioral Finance, Empirical Asset Pricing, and Financial Markets. He investigates how cognitive limitations, psychological biases, and information asymmetry influence investor decisions and market dynamics. His work frequently employs large-scale datasets and natural experiments to document phenomena like social media's impact on local information advantages, psychological barriers in cross-firm return predictability, and behavioral drivers of trading anomalies. His methodologies often bridge experimental design with real-world market data to isolate causal relationships. Analysis of his recent publications reveals consistent focus on behavioral mechanisms in financial markets, with increasing emphasis on societal implications (e.g., stock market losses linked to domestic violence) and novel data sources (e.g., social media). His work demonstrates methodological rigor through repeated natural experiments and large-sample analyses, contributing significantly to understanding market inefficiencies and investor psychology. Professor Lin has advised doctoral students including Vesa Pursiainen (co-author on crowdfunding research). As Finance Area Head, he leads academic strategy and curriculum development. His research program reflects sustained funding through HKU appointments and collaborative projects with international scholars.

• Behavioral Finance
• Empirical Asset Pricing
• Financial Market

Professor Ian Marsh is a Professor of Finance at Bayes Business School, University of London. He has held this position since 1998 with a temporary leave at the Bank of England between 2001–2003. His research focuses on credit risk transfer markets, foreign exchange dynamics, and macroeconomic exchange rate modelling. He holds a B.Sc. from Sheffield, an M.Sc. from Birkbeck, and a PhD in Economics from Strathclyde. Marsh's research explores three core areas: macroeconomic exchange rate models, FX/equity market microstructure, and credit derivatives. His work on short-selling bans in the UK won the 2011 INQUIRE Prize. He has supervised over 10 PhD students, including Jason Cen and Kwabena Duffuor, focusing on topics like international finance and microstructure analysis. Key publications include the 2012 Handbook of Exchange Rates and influential studies on central bank interventions and credit default swaps. His work is published in top journals like the Journal of Financial Economics and Journal of International Money and Finance . Marsh serves on editorial boards including the Journal of Banking and Finance , and consults for institutions like the Bank of Finland on credit risk innovations. His media engagements include BBC and Financial Times commentary on financial market policies.

• Finance
• Economics
• Financial Markets
• +4 more