جستجوی استاد راهنمای دانشگاهی

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
• +۵ مورد دیگر

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
• +۷ مورد دیگر

Professor Anne JENY is a Full Professor at IÉSEG School of Management, France, specializing in accounting and auditing. She holds a Ph.D. in Accounting from HEC Paris Business School (2003) and Master's degrees in Audit, Finance, and Economics from the University of Paris Dauphine (1995-1996). Her academic career includes professorships at IÉSEG (2021–present) and ESSEC Business School (2002–2020). Her research focuses on intangible assets valuation , fair value measurement , IFRS adoption dynamics , and transparency in financial reporting . She has published widely on topics such as non-audit services' impact on debt costs, innovation's interplay with accounting systems, and gender disparities in accounting professions. Her work integrates empirical analysis with policy implications, particularly in digital economy contexts and public-private partnerships. A member of the LEM (Laboratory of Economy and Management), she has authored books like Les 12 travaux de l'analyste financier (2021) and contributed to international journals such as Accounting in Europe and European Accounting Review . Her research bridges theoretical frameworks with practical insights into corporate governance and regulatory challenges.

• Accounting
• Auditing
• Financial Reporting
• +۵ مورد دیگر

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
• +۶ مورد دیگر

Arno De Caigny is an Associate Professor at IÉSEG School of Management in France, specializing in Marketing Analytics. He holds a Ph.D. in Sales and Marketing from the University of Lille and Masters in Economics/Mathematics and Finance from Ghent University. His professional experience includes work as a Business Analyst at Deloitte. His primary research interests include customer churn prediction, AI applications in marketing, explainable AI for business, and life event-based marketing. He develops advanced machine learning models for customer behavior prediction and retention strategies. De Caigny's recent publications demonstrate strong focus on developing interpretable machine learning models for business applications, particularly in customer churn prediction and financial decision support. His work increasingly incorporates deep learning and natural language processing techniques.

• Marketing Analytics
• Customer Behavior
• Machine Learning
• +۳ مورد دیگر

Chendi Zhang is a Professor of Finance at the University of Exeter Business School. He serves as the founding Director of the Exeter Sustainable Finance Centre and Director/Treasurer of the Global Research Alliance for Sustainable Finance and Investment. Previously, he was Associate Dean for Research & Impact (2021-2025) and Director of Research for Finance and Accounting (leading REF2021 submission). He holds affiliations with the Global Systems Institute and Environment and Sustainability Institute, contributing to UN Sustainable Development Goals including Climate Action and Responsible Consumption. Education PhD in Financial Economics from Tilburg University MRes in Finance from Tilburg University MSc in Economics from Tilburg University BSc in International Finance from Shanghai Jiao Tong University Research Focus Professor Zhang's research explores sustainable investing, corporate finance, and behavioral finance with emphasis on ESG integration, climate risk, and stakeholder governance. His work examines how environmental/social factors influence financial markets, corporate decision-making, and asset pricing through empirical and theoretical frameworks. Recent studies analyze biodiversity's financial impact, carbon pricing mechanisms, income inequality disclosures, and ESG resilience during crises (e.g., COVID-19, Ukraine conflict). His research identifies market inefficiencies related to climate sensitivity, gambling sentiment, and dividend policies while exploring corporate governance in state-owned enterprises. Funding and Recognition Research funded by UKRI Natural Environment Research Council, British Academy, BNY Mellon, Royal Bank of Canada, and World Bank. Work featured in The Economist , Wall Street Journal , and Forbes . Articles published in top journals including Management Science and Journal of Financial Economics , cited over 10,000 times. Professional Service Vice Chair of Research Committee for Chartered Association of Business Schools. External examiner for Imperial College London. Previous appointments at University of Cambridge, University of Warwick, University of Sheffield, and Tilburg University.

• Sustainable Investing
• Corporate Finance
• Behavioural Finance
• +۷ مورد دیگر

Professor Duc Duy (Louis) Nguyen is Professor in Finance at Durham University Business School. Previously, he was Associate Professor at King's College London and Assistant Professor at University of St Andrews. His research has been featured in Forbes, Harvard Business Review, and BBC. He holds a BSc in Computing from National University of Singapore, MSc in Accounting, Finance, and Management from University of Bristol, and PhD in Finance from University of Edinburgh. Research foci include: Climate risk integration in mortgage markets and corporate finance Impact of social policies (e.g., marriage equality) on credit access Corporate governance and misconduct prevention in banking Local information environments and fraud detection Cross-cultural dimensions of executive decision-making His publication portfolio demonstrates consistent examination of how institutional frameworks (regulation, culture, governance) shape financial behaviors and market outcomes, with recent emphasis on climate finance and social equity impacts. Awards include: David Hume Publication Prize (2015) Semi-finalist, FMA Europe Best Paper Award (2018) Finalist, FMA Asia/Pacific Best Paper Award (2019) Best Registered Report on "Politics and Corporate Power" Vietnam Symposium in Climate Transition Best Paper Award (2024) He currently supervises PhD candidates Bingzhi Zhang and Jing Wei. His externally funded research includes grants from British Academy/Leverhulme Trust and Carnegie UK Trust. He serves as Associate Editor for European Journal of Finance and British Accounting Review. As frequent speaker at central banks and policy forums (Federal Reserve Banks of New York & St. Louis), he translates research insights into regulatory practice and policy development.

• Empirical Corporate Finance
• Banking Regulation
• Climate Finance
• +۳ مورد دیگر

Assoc Prof Ying Chen is an Associate Professor at the National University of Singapore , affiliated with the Department of Mathematics, Asian Institute of Digital Finance (as Academic Director of PhD Program in Digital FinTech 2022–2024), Risk Management Institute (2019–2023), Department of Statistics and Data Science (2019–2023), and Department of Economics (2018–2023). She also contributes to NUS Graduate School for Integrative Sciences and Engineering since 2016. Research Interests include: AI forecasting and quantum computing for finance Nonstationary time series and functional data analysis Energy data analytics and precision medicine Network autoregression and spatial-temporal modeling Explainable AI and citation metrics Portfolio liquidation and market-making algorithms Article Trends demonstrate expertise in: Adaptive forecasting for gas flows and electricity prices Blockchain network influence detection Quantum computing applications in finance Functional autoregression with mixed predictors Credit rating fairness and explainability High-resolution implied volatility modeling Scientific Awards include: ISI Elected Member (2016–) International Statistical Institute Council (2023–2027) IASC Scientific Secretary (2017–2019, 2023–2025) Advisory roles for EU FIN-TECH and xAIM projects

• Financial Statistics
• Machine Learning
• Quantitative Finance
• +۷ مورد دیگر

Professor Khaled Hussainey is a Professor of Accounting at Bangor Business School, appointed in April 2024. He previously held academic roles at Portsmouth, Plymouth, Stirling, Manchester, and Ain Shams Universities. With over 25 years of teaching experience, his research focuses on corporate narrative reporting, XBRL, and sustainability. He has published over 200 peer-reviewed articles and secured grants from ESRC, Qatar National Research Foundation, and others. His qualifications include a Ph.D. in Accounting & Finance from the University of Manchester (2004), an M.Sc. from the University of Birmingham (2000), and a B.Com. from Ain Shams University (1994). He has supervised 56 PhD and 7 DBA theses. Research interests include corporate governance, earnings management, Islamic accounting, and big data. He serves as Co-Editor of the Journal of Financial Reporting and Accounting and Editor of the International Journal of Emerging Markets . His work has been recognized in Stanford University's Top 2% Researchers list (2023). Grants include £60,000 from ESRC (2005), $120,000 from Qatar NFR (2014), and £48,412 from the British Council (2019). He has held visiting professorships at King Khalid University, Tunis University, and others. He actively participates in international conferences and serves as an external assessor for promotions and research funds globally. His recent articles address sustainability reporting, FinTech disclosure, and climate governance. He emphasizes interdisciplinary research linking accounting practices with technological and environmental trends.

• Corporate Narrative Reporting
• XBRL
• Corporate Governance
• +۷ مورد دیگر

Dr. Nerijus Maliukevičius serves as an Assistant Professor at Vilnius University's Institute of International Relations and Political Science, where he conducts research and teaching within the Department of Political Behavior and Institutional Studies. His expertise centers on information warfare, strategic communication, and Russian geopolitical strategies, with extensive publications analyzing disinformation campaigns targeting Baltic and European states. Maliukevičius' research interests focus on Information Warfare , Russian Studies , and Propaganda Countermeasures , examining how technological advances reshape conflict dynamics. His work investigates Kremlin influence operations across media ecosystems, emphasizing social resilience frameworks and psychological defense mechanisms against hybrid threats. Key contributions include foundational studies on Russian information geopolitics and contemporary analyses of operations like Ghostwriter that exploit digital vulnerabilities in democratic societies. His publication trajectory reveals a strategic evolution from theoretical frameworks (2002-2008) toward actionable counter-strategies, with recent work prioritizing social resilience metrics and Nordic-Baltic defense coordination. This shift reflects escalating geopolitical tensions following Crimea's annexation and Ukraine's invasion, where his analyses of Russian media tactics have gained critical policy relevance across NATO and EU institutions. Maliukevičius has secured major research funding including the IARPA-funded SAGE project (2016-2019) for geopolitical forecasting and Lithuania's national disinformation study (2021). He regularly advises governments through high-impact presentations at NATO StratCom CoE, NED forums, and Lublin Triangle initiatives, translating academic insights into operational countermeasures against active measures. As co-leader of Vilnius University's Politics of Technology Research Group and Belarus Research Group, he directs collaborative investigations into AI-driven disinformation and authoritarian influence networks. His teams develop early-warning systems for hybrid threats while training next-generation analysts through specialized courses like Information Warfare and Strategic Political Communication.

• Information Warfare
• Russian Studies
• Propaganda and Disinformation
• +۴ مورد دیگر

Mark P. Kritzman is a Senior Lecturer in Finance at the MIT Sloan School of Management. He concurrently serves as President & CEO of Windham Capital Management LLC and Senior Partner at State Street Associates. His roles include board memberships at the Institute for Quantitative Research in Finance, Investment Fund for Foundations, and editorial boards of journals like the Journal of Investment Management and Financial Analysts Journal. Education: MBA from New York University and Chartered Financial Analyst (CFA) designation. His research focuses on investing strategies , risk management , and predictive analytics , with recent work addressing federal spending's impact on inflation, bubble detection, and NBA draft prospect evaluation. He has authored six books, including Puzzles of Finance and The Portable Financial Analyst . Key publications from 2023–2025 explore themes like transparent predictive modeling, volatility forecasting, and algorithmic alternatives to neural networks. His work bridges academia and industry, emphasizing practical applications of quantitative methods. Awards : 2025 James R. Vertin Award, 2013 Peter L. Bernstein Award, multiple article honors. Grants/Advising : No explicit student advisees listed; professional contributions focus on institutional advisory roles. He leads Windham Capital Management and actively contributes to editorial boards, shaping discourse in finance and quantitative research.

• Investing
• Risk Management
• Financial Economics
• +۳ مورد دیگر

David Offenberg is an Associate Professor of Finance at the College of Business Administration, Loyola Marymount University . He specializes in Entertainment Finance, Corporate Finance, and innovative teaching methodologies. His groundbreaking 'Entertainment Finance' course, launched in 2014, is the first of its kind for undergraduates in Los Angeles, connecting students with industry leaders like Marvel Studios and Lionsgate. Offenberg’s teaching approach emphasizes Applied Financial Modeling with Peer Critiques, inspired by colleague Dr. K.J. Peters. He earned his Ph.D. and B.S. in Finance from Purdue University and previously worked as a 401(k)-research analyst at Watson Wyatt & Co. Research & Awards : Offenberg’s research has appeared in top journals such as the Journal of Financial Economics and Journal of Corporate Finance . In 2023, he received the prestigious FMA Innovation in Teaching Award for his work in Entertainment Finance. He also organizes the annual California Corporate Finance Conference and manages the LMU Entertainment Finance Alumni Network, leveraging LMU’s 95,000+ alumni network. Teaching Philosophy : Focused on student success, Offenberg maintains a 10:1 student-to-faculty ratio, advocating for internships and industry engagement. His courses include theoretical/applied corporate finance and MBA programs. He advises students to 'take advantage of L.A.’s opportunities' and pursue multiple internships before graduation.

• Entertainment Finance
• Corporate Finance
• Financial Modeling
• +۳ مورد دیگر

Constantine (Costa) Samaras is the Trustee Professor of Civil and Environmental Engineering and Director of the Wilton E. Scott Institute for Energy Innovation at Carnegie Mellon University. He is also affiliated with the Department of Engineering and Public Policy and holds a courtesy appointment in the Heinz College of Information Systems and Public Policy. Director, Scott Institute for Energy Innovation Trustee Professor, Civil and Environmental Engineering Affiliated Faculty, Engineering and Public Policy Courtesy Faculty, Heinz College of Information Systems and Public Policy His research focuses on systems engineering approaches to climate resilience , clean energy transitions , and infrastructure security . Key areas include: Transportation electrification and automation Climate adaptation for infrastructure Energy policy under uncertainty AI impacts on energy systems Equity in decarbonization National security implications of energy Costa Samaras co-authored 15 recent studies spanning energy burden analysis, climate hazard indices, AI training energy optimization, and nature-based infrastructure solutions. His work emphasizes transdisciplinary collaboration between engineering, policy, and climate science. Notable scientific recognition includes being named Professor of the Year by the Pittsburgh Section of the American Society of Civil Engineers in 2018. He has led significant policy engagements including White House service (2021-2024) as Principal Assistant Director for Energy and Chief Advisor for Clean Energy Transition. Current affiliations include: Founder/Director, Center for Engineering and Resilience for Climate Adaptation Founder/Director, Power Sector Carbon Index Former Senior Researcher, RAND Corporation (2009-2014) Former Adjunct Senior Analyst, RAND Corporation (2014-2021)

• Climate Resilience
• Energy Systems
• Transportation Engineering
• +۴ مورد دیگر

Leonidas Barbopoulos is a Professor of Finance and Head of the Accounting & Finance group at the University of Edinburgh Business School. He has held visiting positions at NYU Stern, University of Bergamo, Harvard Business School, Mason School of Business, Strome College of Business, Trinity College Dublin, and University of Vienna. His research spans corporate finance, behavioral finance, market microstructure, and monetary policy interactions. Education: BSc (University of Piraeus; LSE), MSc (University of Durham), D.Phil (University of Durham), PgCert (University of Durham) His work focuses on dynamic games in corporate finance, merger economics, investor behavior, and climate-related financial innovations. Recent projects examine how macroeconomic conditions influence corporate control markets and informational asymmetries in financial systems. Barbopoulos has received prestigious awards including the Southwestern Finance Association Best Paper Award in Corporate Finance and the Yuki Arai Faculty Research Prize at NYU. He serves as Associate Editor at the International Review of Financial Analysis and has been a fellow of the UK Higher Education Academy since 2013. His collaborations extend across 12 similar academic profiles, with research fingerprints in 24 topics including mergers, wealth effects, investor behavior, and macroeconomic conditions. He currently leads a project addressing information asymmetry in merger negotiations through earnout financing.

• Corporate Finance
• Mergers and Acquisitions
• Empirical Asset Pricing
• +۷ مورد دیگر

Kingsley Fong is an Associate Professor of Finance at the UNSW Business School , specifically within the School of Banking and Finance . He holds a PhD from the University of Sydney and a BCom (Hons) from UNSW. His research focuses on market microstructure , investment , household finance , and sustainable finance , and he co-founded the RISE Finance Lab to explore finance's role in societal well-being. He also developed the DATKIS framework for systemic coherence in financial practices. Research Interests : Market microstructure, household finance, sustainable finance, and empirical finance. Teaching : Courses such as WEALTH MANAGEMENT AND CLIENT ENGAGEMENT , SUSTAINABLE INVESTING , and SUSTAINABLE FINANCE . Key Trends in Research : His work spans liquidity proxies, algorithmic trading impacts, broker-client dynamics, and sustainable finance innovations. Notable collaborations include studies on market quality, tax-driven trading, and household investment behavior. Scientific Awards : 2017 Review of Finance Spängler IQAM Prize 2021 Aspen Institute Ideas Worth Teaching Award 2022 S&P Global Decarbonisation Hackathon Engagement : Co-Founder of UNSW RISE Finance Lab (2025) Australian Sustainable Finance Institute Reference Group (2024) Deputy Head of School Banking and Finance (2011–2019) Contact : k.fong@unsw.edu.au | Location : UNSW Business School, Ref E12, Level 3, Room 344B.

• Market Microstructure
• Investment
• Household Finance
• +۲ مورد دیگر