معرفی
Patrick J. Dennis is an Associate Professor of Commerce at the McIntire School of Commerce, University of Virginia. His research focuses on investments, derivative securities, market microstructure, and the impact of institutional investors on financial markets. He holds a Ph.D. in Finance from the University of North Carolina at Chapel Hill, an M.B.A. from Duke University, and a B.S. in Applied Physics from SUNY Geneseo.
Research Expertise
Professor Dennis specializes in empirical finance with emphasis on:
- Derivative Securities: Option pricing models, risk-neutral valuation
- Market Microstructure: Trading mechanisms, liquidity dynamics
- Institutional Investors: Impact on market competition and pricing
- Behavioral Finance: Decision-making patterns under cognitive load
Publication Trends
His 14 publications demonstrate consistent focus on market mechanisms from 1995-2022. Early work centered on derivative pricing and microstructure, evolving toward institutional ownership effects and behavioral aspects of trading. Recent publications feature high-impact empirical studies challenging established theories of market competition.
Awards and Honors
- All-University Teaching Award (2012)
- European Finance Association Best Conference Paper (2018)
Teaching and Advising
Teaches advanced courses in investments and quantitative finance including:
- Quantitative Finance (COMM 3721)
- Asset Management (COMM 7750)
- Advanced Investments: Fixed Income & Derivatives (COMM 4730)
