جست‌وجوی استاد و پژوهشگر

Steve Crawfordمشاهده پروفایل

دانشیار

• Financial Analysts
• Financial Markets
• Corporate Disclosure
• +۱ مورد دیگر

Steve Crawford is an Associate Professor of Accounting at the C. T. Bauer College of Business , University of Houston, where he has taught since 2014. He specializes in Financial Statement Analysis for MSACCY and MBA programs, and has received five teaching awards for his contributions. PhD and MBA from University of Chicago's Booth School of Business (2007) BA and MAcc from Brigham Young University (2002) His research focuses on financial analysts, market dynamics, corporate disclosure practices, and compensation structures. Publications appear in top-tier journals including Review of Accounting Studies and Management Science , with recurring themes in: Energy Finance (oil price impacts on earnings) Market Efficiency (analyst coverage effects on stock returns) Disclosure Dynamics (management forecasts and information sharing) Investment Behavior (buy-side analyst motivations and fund manager strategies) Scientific recognition includes five teaching awards at Bauer College. His professional trajectory spans: Assistant Professor at Rice University's Jones Graduate School Current associate professor role at University of Houston Contact: scrawford@bauer.uh.edu | Office: MH 390G | Phone: 713-743-5329

• Financial Markets
• Corporate Governance
• Investor Behavior
• +۵ مورد دیگر

Ariadna Dumitrescu is an Associate Professor at the Department of Economics, Finance and Accounting within Esade Business School, Ramon Llull University. Her research focuses on corporate governance, financial markets, and investor behavior. She leads the Group of Research in Economics and Finance (GREF), contributing to interdisciplinary studies on sustainable finance and market transparency. Her work addresses topics such as ESG investing, debt restructuring, and insider trading, with implications for regulatory frameworks and market efficiency. Research Projects: Principal investigator of projects like IDFM: Information Disclosure in Financial Markets (2022–2025) and Innovación tecnológica y transparencia de los mercados financieros (2019–2021). Co-leads the GREF: Group for Research in Economics and Finance , a multidisciplinary team exploring financial economics and policy. Research Interests: Her studies investigate how corporate governance structures influence market outcomes, particularly stock returns and investor decision-making. She analyzes liquidity dynamics, debt restructuring mechanisms, and the role of private information in financial markets. Recent work explores ESG ETF performance and carbon market potentials. Grants & Collaboration: Funded by agencies like the Agencia Estatal de Investigación and MINECO. Collaborates internationally, with projects addressing market transparency, technological innovation in finance, and governance-impact studies. Labs/Teams: Active in the Esade Corporate Governance Center and GREF, fostering applied research and policy recommendations in finance and economics.

• FinTech
• Insider Trading
• Investor Attention
• +۱ مورد دیگر

Dr. Heather Sorcha is an Associate Professor at Michigan Technological University's College of Business. She holds a PhD in Finance from Washington State University (2011), an MA in Applied Economics (2010), and a BA in Actuarial Science from Roosevelt University (1999). Her research focuses on FinTech innovations, market efficiency, and investor behavior. Dr. Sorcha's research examines financial technology disruption, insider trading patterns, and sentiment-driven market anomalies. She utilizes econometric modeling to investigate behavioral finance phenomena in capital markets. Her publications demonstrate consistent focus on financial education methodologies and market microstructure analysis. Recent works explore experimental finance, FinTech ecosystems, and pedagogical innovations in investment education. Teaching Awards: Academy of Teaching Excellence (Michigan Tech, 2018) Dean's Teaching Showcase (Michigan Tech, 2017) Dean's Teaching Award (Central Michigan University, 2013) Graduate Student Teaching Excellence (WSU, 2010) She chairs the College Strategic Planning Committee and serves on editorial boards for finance journals.

John O'Haraمشاهده پروفایل

مدرس ارشد

• Financial Mathematics
• Machine Learning in Finance
• Quantitative Finance
• +۳ مورد دیگر

Dr. John O'Hara is an Honorary Senior Lecturer at the University of Essex's School of Mathematics, Statistics and Actuarial Science. He holds additional affiliations as a Research Fellow at Stellenbosch University and an Honorary Associate Professor at the University of Cape Town. His expertise spans financial mathematics, machine learning in finance, stochastic processes, and quantitative finance. Education: BSc in Pure Mathematics, University of Ulster (1976) PGCE in Education, Queen’s University Belfast (1977) MSc in Probability Theory (Hilbert Spaces), Queen’s University Belfast (1981) PhD in Differential Equations, University of the Witwatersrand (1991) His research focuses on financial mathematics and machine learning applications in finance, including volatility modeling, option pricing, and algorithmic trading strategies. O'Hara is a Fellow of the Institute of Mathematics and its Applications and a member of the London Mathematical Society. He previously directed the Centre for Computational Finance and Economic Agents (CCFEA) at Essex and has held academic leadership roles in Southern African institutions. Awards and Memberships: Fellow of the Institute of Mathematics and its Applications London Mathematical Society Membership Professional Activities: O'Hara has contributed to interdisciplinary research at the intersection of finance and computational methods. His work emphasizes symmetry analysis in financial PDE models and innovative applications of wavelet transforms to option pricing. He has supervised multiple research projects in computational finance and maintains active collaborations across institutions. Labs and Centers: Director, CCFEA (2019–2021) Research Fellow, School for Data Science and Computational Thinking, Stellenbosch University

David Maslarمشاهده پروفایل

استادیار

• Investments
• Market Microstructure
• Fixed Income
• +۳ مورد دیگر

David Maslar is an Assistant Professor of Finance and Academic Director of the Full-Time MBA program at the University of Tennessee's Haslam College of Business. He holds a Ph.D. in Finance from the University of Missouri (2013), with additional master's degrees in Applied Mathematics and Economics from the same institution, and a B.S. in Economic Analysis from Binghamton University (2006). His research focuses on investments, market microstructure, and fixed income, with notable publications in the Journal of Corporate Finance and Journal of Financial Markets. Maslar has received multiple teaching awards, including the Sharon Miller-Pryse Outstanding Finance Faculty Award (2017, 2019) and the John A. Riggs Excellence in MBA Teaching Award (2014). His work has explored topics such as bond mutual funds, political connections, and agency costs of debt. Education: Ph.D. in Finance, University of Missouri, 2013 M.S. in Applied Mathematics, University of Missouri, 2009 M.A. in Economics, University of Missouri, 2009 B.S. in Economic Analysis, Binghamton University, 2006 Research Interests: Empirical asset pricing, fixed income analysis, market microstructure dynamics, and the impact of political connections on corporate debt costs. His work bridges theoretical frameworks with empirical analysis, often addressing liquidity, institutional investor behavior, and market efficiency in financial markets. Awards & Honors: MBA First Year Outstanding Commitment to Students Faculty Award (2020) Semi-Finalist, FMA Best Paper Award (2017–2020) John A. Riggs, Jr. Excellence in MBA Teaching Award (2014) Sharon Miller-Pryse Outstanding Finance Faculty Award (2017, 2019) Teaching & Service: Teaches Financial Management, Fixed Income, and Financial Markets courses at both undergraduate and MBA levels. Served as Ph.D. Program Committee member (2016–2020), seminar coordinator, and dissertation committee member at the University of Tennessee. Active in academic service, including roles as discussant for major finance conferences. Labs/Teams: Collaborates with researchers on topics such as market microstructure, corporate finance, and institutional investor strategies through interdisciplinary projects and conference presentations.

Vincent Bogousslavskyمشاهده پروفایل

دانشیار

• Asset Pricing
• Market Microstructure
• Financial Markets
• +۳ مورد دیگر

Vincent Bogousslavsky is an Associate Professor in the Seidner Department of Finance at Boston College's Carroll School of Management. His research focuses on asset pricing, market microstructure, liquidity, and informed trading. He holds a Ph.D. from the Swiss Finance Institute at EPFL and previously served as a Visiting Assistant Professor at the University of Chicago's Booth School of Business (2021–2022). Education: Bachelor of Science, University of Lausanne Master of Science, University of Lausanne Doctor of Philosophy (Ph.D.), Swiss Finance Institute, EPFL Research Interests: His work examines topics such as liquidity dynamics, market efficiency, and the implications of trading behavior on asset pricing. Recent projects include analyzing informed trading intensity, retail option trading patterns, and the impact of market glitches on execution costs. Publications: His research has been featured in top journals like the Journal of Finance and Journal of Financial Economics . Key themes include intraday return patterns, order imbalance volatility, and the cross-sectional analysis of market anomalies. Awards: He received the NASDAQ OMX - CQA Prize (Runner-up) at the EFA Doctoral Tutorial in 2014. Advising/Grants: While no explicit list of advisees or grants is provided, his extensive publication record suggests active engagement in academic research and mentorship. His personal website ( https://bogousslavsky.github.io/ ) offers further insights into his work.

• Corporate Finance
• Multinational Financial Management
• Financial Modeling
• +۱ مورد دیگر

Dr. Nilakshi Borah is an Associate Professor of Finance at the University of Wisconsin-La Crosse's College of Business Administration. Her office hours are held in Wittich Hall 3128, and she can be contacted at 608.785.6651. Her expertise centers on corporate finance applications, with teaching responsibilities spanning: Financial management principles Multinational financial operations Financial modeling techniques Case-based finance problem solving Research examines corporate governance dynamics, executive compensation structures, and pedagogical innovations in finance education. Publications investigate board effectiveness in high-tech firms, CEO inside debt compensation, and comparative learning methodologies. No specific awards, student advisements, or active grants are documented.

Halil Kiymazمشاهده پروفایل

استاد

• Finance
• Mergers and Acquisitions
• Sustainable Financial Management
• +۷ مورد دیگر

Halil Kiymaz, Ph.D., CFA, is the Bank of America Professor of Finance at the Crummer Graduate School of Business, Rollins College, where he has been teaching since 2004. He previously held academic positions at the University of Houston-Clear Lake, Bilkent University, and the University of New Orleans, and has served as a visiting faculty member at multiple international universities. Kiymaz earned his Ph.D. and MBA from the University of New Orleans, and his BS in Finance from Uludag University, Turkey. His areas of expertise include Mergers and Acquisitions, Sustainable Financial Management, Emerging Markets analysis, Corporate Valuation, and Private Equity/Venture Capital. He has authored seven books, including The Art of Capital Restructuring: Creating Shareholder Value through Mergers and Acquisition (2011), Market Microstructure in Emerging and Developed Markets (2013), and a forthcoming title on Social Finance (2025). Kiymaz has also published over 100 articles in top-tier journals like the Journal of Banking and Finance , Financial Review , and International Journal of Emerging Markets . Kiymaz’s research explores topics such as hybrid securities issuance, founder CEO impacts, working capital strategies, blockchain technology in finance, and the role of Sovereign Wealth Funds. His recent work highlights trends in fintech disruption, cross-border M&A efficiency, and public-private partnerships during global crises. Scientific Awards: McGraw-Hill Irwin Best Paper Award Outstanding Research Awards at the Global Conference on Business and Finance He has served as former president of the Academy of Financial Services and as finance editor of the International Journal of Emerging Markets . Kiymaz maintains editorial board roles across numerous journals and has provided consulting services to governmental and public organizations. His professional recognition includes listings in Who’s Who Among America’s Teachers , Who’s Who in Business Higher Education , and other international directories. While no formal advisees or grants are listed, his consulting and training engagements reflect his active role in industry collaboration. Kiymaz’s work bridges academic research with practical finance, emphasizing emerging markets and innovative financial instruments.

• Econometrics
• Financial Econometrics

Arthur Sinko is a Lecturer in Financial Econometrics at the Department of Economics, University of Manchester. He holds a PhD in Economics from the University of North Carolina at Chapel Hill and an undergraduate degree in Physics from the University of Kiev-Mohyla Academy. His research focuses on econometrics and financial econometrics, with a current emphasis on high-frequency information applications. Specific interests include volatility modeling, structural instability testing, and health economics. His publications predominantly explore healthcare systems, econometric methodologies, and financial market analysis, with recurring themes in policy evaluation and empirical modeling of economic phenomena.

• Stochastic Control
• Financial Mathematics
• Optimization
• +۶ مورد دیگر

Professor Harry Zheng is a Professor of Mathematics at Imperial College London's Faculty of Natural Sciences, Department of Mathematics. He is affiliated with the CFM-Imperial Institute of Quantitative Finance and Mathematical Finance. His research focuses on stochastic control, optimization, and financial mathematics with applications in banking, numerical methods, and statistics. Key research areas include stochastic control theory, mean field games, financial derivative pricing, and machine learning integration in financial systems. His work addresses optimal investment strategies, risk management, and systemic risk modeling in dynamic markets. Notable contributions include applying deep learning to solve high-dimensional stochastic control problems and analyzing governance dynamics using mean field frameworks. Recent publications span innovations in neural network-based solvers for Hamilton-Jacobi-Bellman equations, robust optimization under uncertainty, and behavioral finance models incorporating transaction costs and prospect theory. Professor Zheng collaborates with institutions like the CFM-Imperial Institute to advance quantitative finance methodologies. His research bridges theoretical advancements with practical applications in portfolio management, risk assessment, and computational finance.

Eyal Neumanمشاهده پروفایل

دانشیار

• Mathematical Finance
• Stochastic Processes
• Probability Theory
• +۳ مورد دیگر

Eyal Neuman is an Associate Professor in the Department of Mathematics at Imperial College London, where he also serves as co-director of the MSc in Mathematics and Finance program. His research focuses on probability theory, stochastic processes, and their applications in mathematical finance and interacting particle systems. He has held prior research positions at the University of Rochester and Hong Kong University of Science and Technology. His academic service includes editorial roles for Mathematical Finance journal and organizing numerous conferences, including the 12th Bachelier World Congress minisymposium on Market Microstructure and the ETH-Hong Kong-Imperial Mathematical Finance Workshop. He has supervised multiple PhD students and mentored postdoctoral researchers such as Wolfgang Stockinger and Yonatan Shadmi. Neuman's work spans theoretical advancements in stochastic analysis and practical applications in quantitative finance, including optimal trading strategies, market microstructure analysis, and systemic risk modeling. His research often bridges abstract mathematical frameworks with real-world financial systems.

Shino Takayamaمشاهده پروفایل

مدرس ارشد

• Financial Economics
• Game Theory
• Public Economics
• +۴ مورد دیگر

Dr. Shino Takayama is a Senior Lecturer in the School of Economics at the University of Queensland (UQ), part of the Faculty of Business, Economics and Law. She holds a Senior HEA Fellowship, recognizing her excellence in teaching and learning. Her research focuses on financial economics, mathematical economics, game theory, and public economics. She has conducted extensive work on topics such as market price manipulation, electoral competition models, and corruption's impact on productivity in Vietnam. Her research spans theoretical frameworks and empirical analyses, with notable contributions to understanding policy polarization, strategic voter behavior, and institutional economics. Her work includes studies on preferential trade agreements, banking regulations, and social choice theory with infinitely many agents. Awards include the 2020 Higher Education Academy Fellowship. Dr. Takayama has supervised multiple research projects, including investigations into peer effects in academic performance and the dynamics of informed trading in financial markets. She is actively involved in interdisciplinary research through collaborations within UQ and international partnerships, contributing to both theoretical advancements and applied policy analysis. Key Research Projects: Banks, Endogenous Network Formations and Financial Crisis (2019–2022) Information and Market Price Manipulation in Trade (2010–2017) Peer Effects and Academic Performance: The Impact of Secondary Schoolmates in Undergraduate Classrooms (2024) Awards: Higher Education Academy Fellowship (2020) Advising & Grants: Dr. Takayama has led and contributed to research grants analyzing trade policy, corruption, and electoral systems. Her advisory work includes mentoring students in economics and finance, with a focus on empirical and theoretical research methodologies. Labs/Teams: She is affiliated with the School of Economics' research groups, contributing to the Centre for Efficiency and Productivity Analysis and the School’s Discussion Paper Series.

• High-Frequency Trading
• Market Microstructure
• Liquidity Analysis
• +۳ مورد دیگر

Albert J. Menkveld is a Professor at the School of Business and Economics, Vrije Universiteit Amsterdam , with a focus on Finance and Financial Sector Management . He is a leading expert in High-Frequency Trading (HFT) , Market Microstructure , and Liquidity Dynamics . His research explores: Liquidity Provision in fragmented markets Central Clearing and systemic risk Algorithmic Trading impacts on market efficiency Market Maker Behavior in electronic markets Bitcoin Pricing and cryptocurrency markets Reproducibility in financial research Recent work includes the 2024 Journal of Finance paper Nonstandard Errors (co-authored with Anna Dreber et al.) and the 2025 Review of Asset Pricing Studies article Pricing Variance in a Model with Fire Sales . He received the 2018 RAPS best paper award for his systemic risk research. Menkveld's methodological contributions span state-space modeling for cross-listed stocks and empirical analysis of trading venues (e.g., dark pools). He frequently collaborates with institutions like HEC Paris , Stockholm School of Economics , and Singapore Management University .

• Financial Markets
• Socially Responsible Investing
• ESG Performance
• +۵ مورد دیگر

Gunther Capelle-Blancard is a Professor at Paris 1 Panthéon-Sorbonne University, affiliated with the Centre d'Economie de la Sorbonne (CES) in the Faculty of Economics. He also maintains a connection with PSB Paris School of Business. His research spans multiple areas of finance and economics with particular focus on socially responsible investing, ESG performance, market efficiency, and financial regulation. His primary research interests include Financial Markets, Socially Responsible Investing, ESG Performance, Corporate Social Responsibility, Market Efficiency, Financial Regulation, and Gender Studies in Finance. His work consistently addresses how financial markets respond to social, environmental, and regulatory factors. Capelle-Blancard has published extensively on the relationship between ESG factors and financial performance, the impact of financial transaction taxes, gender aspects in finance, and market reactions to various economic events. His recent research output shows strong focus on contemporary issues including the stock market's reaction to the COVID-19 pandemic, gender-friendly investment strategies, and the impact of taxation on derivatives markets. His 2024 paper 'Nonstandard Errors' represents a significant collaborative effort in financial methodology. 25 scholarly papers on SSRN with substantial download counts Research spans from early 2000s to present Active collaboration with researchers across Europe Capelle-Blancard's work demonstrates consistent contribution to understanding how social and environmental factors influence financial markets and investment decisions. His research bridges academic finance with practical applications in sustainable investing and market regulation.

• Finance
• Corporate Finance
• Financial Markets
• +۹ مورد دیگر

Norman Schuerhoff is a Professor at the Swiss Finance Institute - HEC Lausanne, specializing in finance, corporate governance, and over-the-counter (OTC) market dynamics. His research spans capital structure, liquidity, market microstructure, and financial intermediation. Institutional Affiliations Swiss Finance Institute - HEC Lausanne University of Lausanne - School of Business and Economics Research Interests Liquidity and Market Microstructure Capital Structure and Corporate Governance Over-the-Counter Financial Markets Financial Intermediation and Trading Costs Applications of AI in Finance Recent Article Trends Focus on OTC market liquidity and AI-driven governance Examines real options, asymmetric information, and institutional impacts Keywords include finance, corporate bonds, market microstructure, and inverse reinforcement learning Scientific Contributions Co-authored 30+ scholarly papers with 41,814 downloads Research on municipal bonds, repo markets, and default recovery