جست‌وجوی استاد و پژوهشگر

Yu Gaoمشاهده پروفایل

دانشیار

• Financial Accounting
• Capital Markets
• Bond Market
• +۳ مورد دیگر

Yu Gao is an Associate Professor in the Accounting Department at the Opus College of Business, University of St. Thomas, where she has taught since 2015 after serving as an Assistant Professor at the University of Minnesota Carlson School of Management (2007-2015). She instructs undergraduate and graduate students in financial accounting courses including Principles of Accounting I. Her educational credentials include: PhD in Accounting from the University of Chicago Booth School of Business MBA in Accounting from the University of Chicago Booth School of Business MA in Economics from the National University of Singapore BA in Economics from Wuhan University Professor Gao's research centers on financial accounting with emphases on capital markets, corporate governance, and bond market dynamics. Her work examines debt covenant violations, regulatory impacts of legislation like the Sarbanes-Oxley Act and Dodd-Frank Act, and financial reporting's role in debt markets. Published in top journals including the Journal of Accounting Research and Contemporary Accounting Research , her scholarship bridges accounting theory and capital market practice through empirical analysis. Her publication history (2004-2022) reveals consistent focus on accounting-finance intersections, particularly bond market mechanisms. Key trends include analyzing market responses to regulatory changes, debt covenant enforcement consequences, and information transparency in fixed-income markets. Methodologically, her work employs event studies, natural experiments, and large-scale market data analysis to assess economic impacts. While specific advisees and grants aren't documented, Professor Gao actively contributes to academic service as an ad hoc reviewer for leading journals ( Journal of Accounting Research , Management Science ) and the Social Sciences and Humanities Research Council of Canada. Her teaching philosophy emphasizes ethical accounting practices and career preparation, reflected in courses covering financial statement analysis and reporting fundamentals.

Liying Wangمشاهده پروفایل

دانشیار

• Fixed Income Securities
• Corporate Finance
• Primary Markets
• +۳ مورد دیگر

Liying Wang is an Associate Professor of Finance at the Nebraska College of Business , University of Nebraska-Lincoln . Her research focuses on fixed income securities, corporate finance, and primary market dynamics. Education: Ph.D. in Finance, University of South Carolina Wang’s work explores critical issues in corporate bond markets, including price formation, liquidity effects, cross-ownership impacts on lending, and ESG investor demand. Her publications span top journals such as the Journal of Financial Economics and Journal of Banking and Finance. The 15 most recent articles highlight her expertise in bond market microstructure, ESG investing, and corporate financial strategies, with keywords spanning Finance, Fixed Income, and Sustainable Finance. Scientific Awards: Scholarships

Julie Wuمشاهده پروفایل

دانشیار

• Capital markets
• Short selling
• Market microstructure
• +۱ مورد دیگر

Julie Wu is an Associate Professor of Finance in the Department of Finance at the College of Business, University of Nebraska-Lincoln, where she joined after serving as an Assistant Professor at the University of Georgia's Terry College of Business. Education: Ph.D. in Finance, Texas A&M University Dr. Wu's research program centers on information processing mechanisms in financial markets and their corporate decision-making implications. Her expertise spans capital markets, short selling strategies, market microstructure dynamics, and ESG investing, with significant contributions to understanding short sellers' informational role, algorithmic trading impacts, and corporate governance-market efficiency interplay through rigorous empirical methodologies. Analysis of her 2013-2024 publications reveals sustained focus on short selling and market microstructure as foundational research pillars, with progressive expansion into ESG and corporate governance domains. Her work consistently appears in premier journals including Journal of Financial Economics and Review of Financial Studies, demonstrating exceptional scholarly impact through systematic examination of how market participants interpret information to drive price discovery and corporate outcomes. Scientific Awards: Distinguished Teaching Award Nomination, College of Business, UNL, 2024 Distinguished Research Award, College of Business, UNL, 2023 Semifinalist for Best Paper Award at the FMA, 2022 First prize in the Spängler-IQAM award for the Best Investments Paper in Review of Finance, 2021 Distinguished Research Award, College of Business, UNL, 2019 Runner Up prize for the Review of Financial Studies Michael J. Brennan Best Paper Award, 2014 As an educator, Dr. Wu mentors PhD students through her Finance Seminar course and undergraduate students in Investment Principles, with her teaching excellence recognized by a 2024 Distinguished Teaching Award nomination. Her academic service includes Associate Editorship at The Financial Review and active participation in conference program committees across major finance associations.

Daniel Buncicمشاهده پروفایل

استاد

• Empirical Finance
• Macroeconomics
• Asset Pricing
• +۴ مورد دیگر

Daniel Buncic is Professor of Finance at Stockholm Business School, Stockholm University, specializing in empirical finance, macroeconomics, and econometrics. He holds a Ph.D. in Economics from the University of New South Wales and has held positions at Sveriges Riksbank and the University of St. Gallen. His research integrates machine learning with traditional econometric methods for financial forecasting and policy analysis. Research Focus: Buncic's work spans asset pricing, volatility forecasting, exchange rate dynamics, and macroprudential policy. He employs advanced techniques like Bayesian econometrics, nonlinear time-series models, and high-dimensional data analysis to address questions in financial stability and market predictability. His recent work critiques methodological approaches in natural rate estimation and equity return prediction. Publication Trends: His articles frequently address econometric methodology, financial market volatility, and monetary policy transmission, with a growing emphasis on machine learning applications in finance. Common themes include forecasting under structural breaks, model robustness, and cross-market interdependencies. Grants & Advising: He secured a 1.74M SEK grant (2020-2023) from the Jan Wallander & Tom Hedelius Foundation. Currently advising PhD student Qinglin Ouyang, he previously directed Stockholm University's Master’s in Banking and Finance program (2019-2022).

Katsumasa Nishideمشاهده پروفایل

استاد

• Financial Economics
• Financial Engineering
• Market Microstructure
• +۳ مورد دیگر

Katsumasa Nishide is a Professor at Waseda University's Graduate School of Business and Finance (Waseda Business School), where he has been employed since April 2024. Previously, he was a Professor at Hitotsubashi University's Graduate School of Economics (2016-2024), and before that at Yokohama National University in various capacities including Professor at the Faculty of International Social Sciences and Associate Professor at the International Graduate School of Social Sciences. He received his Ph.D. in Economics from Kyoto University in 2006. His educational background includes: Doctoral course at Kyoto University Graduate School of Economics (2003-2006) Master's course at Kyoto University Graduate School of Economics (2001-2003) Faculty of Economics at Kyoto University (1999-2001) Faculty of Law at Hitotsubashi University (1988-1992) Professor Nishide's primary research interests focus on financial economics and financial engineering, with particular expertise in market microstructure, high-frequency trading, regime-switching models, real options analysis, and systemic risk. His work often combines mathematical finance with economic theory to address complex financial market phenomena. He has made significant contributions to understanding how uncertainty, particularly regime uncertainty, affects investment decisions, asset pricing, and market structure. His recent publications show a strong trend toward analyzing high-frequency trading markets, strategic positioning in competitive environments, and the application of real options theory to corporate finance decisions. His work frequently employs sophisticated mathematical models including Markov-switching frameworks, continuous-time models, and game-theoretic approaches to examine market dynamics under uncertainty. Professor Nishide serves on several important committees: Member of the Science and Technology Promotion Council at the Ministry of Education, Culture, Sports, Science and Technology (since 2025) Workshop on the Functioning of the Secondary Market for Securities at Japan Securities Research Institute (since 2023) Funds Investment Basic Issues Research Committee at Police Mutual Aid Association Headquarters (since 2023) Asset Management Advisor at Pension Fund Association (since 2019) Member of Journal Committee at Securities Analysts Association of Japan (since 2014) He is also an active researcher with numerous grants, including ongoing projects funded by the Japan Society for the Promotion of Science on financial market stability and the impact of high-frequency trading. His teaching portfolio includes courses on Financial Engineering, Fixed Income Investments, and Market Microstructure at Waseda University.

• Public Economics
• Labor Economics
• Corporate Finance
• +۲ مورد دیگر

Yasuhiko Tanigawa is a Professor at the School of Commerce, Waseda University, specializing in finance and economics. With a Master in Economics from Osaka University, he has established himself as a prominent researcher in Japanese financial markets and corporate finance. His research interests span multiple areas including Public Economics, Labor Economics, Corporate Finance, Market Microstructure, and Financial Economics. He has made significant contributions to understanding Japanese financial markets, particularly in convertible bonds, market microstructure, dividend policy, and corporate governance. Professor Tanigawa's publications reveal a consistent focus on Japanese market characteristics, with particular attention to market microstructure, corporate payout policies, and convertible securities. His work often combines theoretical frameworks with empirical analysis of Japanese market data, providing insights into how Japanese financial markets operate differently from Western counterparts. The trend in his research shows evolution from theoretical work on financial intermediation to more applied studies on specific Japanese market phenomena. He has secured multiple research grants from the Japan Society for the Promotion of Science, including projects on debt structure, financial product innovation, risk measurement, and corporate payout policy. His teaching portfolio includes advanced courses in Finance Theory, Mathematical Finance, and Corporate Finance at both graduate and undergraduate levels. Professor Tanigawa is an active member of the Japanese Finance Association and the Japanese Economic Association, contributing to the academic community through research and professional engagement. His work bridges theoretical finance with practical applications in the Japanese context, making valuable contributions to understanding unique aspects of Japanese financial markets.

• Banking
• Financial Markets
• Monetary Policy
• +۳ مورد دیگر

Emanuel Cláudio Reis Carvalho Leão serves as an Assistant Professor at ISCTE-University Institute of Lisbon within the Department of Economics. He maintains dual academic roles as both faculty member and Integrated Researcher at CEI-Iscte (Center for International Studies), demonstrating strong institutional engagement. His academic foundation includes a PhD in Economics from the University of York (2000), Master's degree (1994), and Bachelor's degree (1990) from the Faculty of Economics of Universidade Nova de Lisboa. Leão's research portfolio centers on critical economic domains including banking systems, financial markets, monetary policy, and public finance. His work frequently examines the intersection between financial systems and macroeconomic performance, with particular emphasis on sovereign debt dynamics and the consequences of financialization processes. A significant portion of his recent scholarship addresses the European sovereign debt crisis through the lens of peripheral economies, especially Portugal's experience within the Eurozone framework. His publication record reveals consistent scholarly output from 2003 through 2025, with articles appearing in respected journals such as Journal of Economic Issues , Review of Political Economy , and International Economics and Economic Policy . Analysis of his work shows a clear evolution from theoretical monetary economics in early career toward applied research on financial crises and fiscal sustainability in later years. His research demonstrates methodological diversity, incorporating both theoretical modeling and empirical analysis across different economic contexts. Leão maintains active research collaborations with scholars including S. Lagoa, R. Barradas, P.R. Leão, and D. Bhimjee, resulting in numerous co-authored publications that address contemporary economic challenges. His work on PALOP (Portuguese-speaking African countries) economies extends his research impact beyond European contexts into development economics. His scholarly contributions have gained substantial recognition, with several publications accumulating significant citations. Notably, his 2018 article on financialization in the European periphery has received over 50 citations, reflecting its impact within the field. Leão's research maintains strong policy relevance, particularly regarding fiscal sustainability, sovereign debt management, and financial regulation in both developed and developing economies.

Letitia O'Connerمشاهده پروفایل

مدرس ارشد

• Portfolio Management
• Investments
• Banking
• +۴ مورد دیگر

Letitia O'Conner serves as Senior Lecturer in the Department of Finance at Louisiana State University and Assistant Director of the SMART Lab, roles she has held since the lab's inception in 2002. Her position bridges academic instruction with practical investment management through student-led portfolio operations. Her educational foundation includes: MBA in Finance from The University of Alabama (1997) BS in Business Administration from The University of Richmond (1992) Professor O'Conner's scholarly work centers on applied finance, with emphasis on Portfolio Management, Investments, and Banking. Her research perspective is shaped by direct industry experience in Fixed Income and Equity Research, focusing on real-world market dynamics and portfolio construction methodologies. This practical orientation informs both her teaching philosophy and lab leadership. As Assistant Director of the SMART Lab, she oversees student management of a $6.2 million large-cap equity portfolio, providing unparalleled experiential learning. The lab functions as a living laboratory where theoretical concepts meet active market participation, with students conducting security analysis and executing investment decisions under faculty supervision.

• Labor economics
• Public policy economics
• Health economics
• +۵ مورد دیگر

Julian Vedeler Johnsen is an Associate Professor at the University of Bergen specializing in the economics of labour markets, public policies, and health. His research employs rigorous empirical methods using Norwegian register data to address important policy questions across multiple domains including education, criminal justice, and public health. Johnsen's research interests span several interconnected areas: Labor economics, particularly career advancement and competition Public policy evaluation, including welfare and family policies Health economics, with a focus on mental health Education economics, examining school choice and educational outcomes Criminology economics, studying peer effects in prison settings Peer effects across various social contexts His recent publications demonstrate consistent focus on causal identification using quasi-experimental methods. Johnsen frequently publishes in top field journals including the Review of Economic Studies (2024), Economic Journal (2022), and European Journal of Epidemiology (2022), showing the breadth of his research impact across economics and interdisciplinary areas. His work often addresses policy-relevant questions with implications for social welfare programs, educational systems, and public health initiatives. Johnsen has established productive research collaborations with scholars including H. Jansen, L. Khoury, K.G. Salvanes, K. Vaage, A. Willén, and K.V. Løken. His multi-year projects generate multiple publications addressing different aspects of complex research questions, demonstrating methodological rigor and policy relevance.

Peter Schwendnerمشاهده پروفایل

استاد

• Financial Risk Management
• Portfolio Management
• Machine Learning in Finance
• +۷ مورد دیگر

Peter Schwendner serves as Professor and Head of Institute of Wealth & Asset Management at ZHAW Zurich University of Applied Sciences, Department Banking, Finance, Insurance in Winterthur, Switzerland. With a PhD from Max Planck Institut für Strömungsforschung Göttingen and additional education in Foreign Affairs & Applied Diplomacy and University Didactics from ZHAW, he brings both academic rigor and practical industry experience to his role, having previously served as Head of Department at Sal. Oppenheim jr. & Cie and COO/Partner at Fortinbras Asset Management GmbH. Professor Schwendner's research focuses on the intersection of quantitative finance, machine learning, and sustainable investment. His work spans portfolio management techniques including risk parity approaches, correlation analysis in financial markets, ESG integration, and digital asset applications. Recent publications demonstrate particular emphasis on tokenization frameworks, AI-driven investment strategies, and biodiversity risk assessment in portfolio construction. His research often addresses European bond markets, correlation regimes, and the impact of ESG news on financial markets, combining theoretical models with empirical market data. With 76 publications and over 38,000 reads on ResearchGate, Professor Schwendner has established himself as a significant contributor to the field of quantitative finance. His recent work shows increasing focus on sustainable finance applications, with numerous publications on ESG integration, biodiversity risk assessment, and climate-related financial analysis. The trend in his publication record indicates growing attention to the practical implementation challenges of AI in investment processes and the evolving regulatory landscape for digital assets. As Head of Institute of Wealth & Asset Management, Professor Schwendner oversees research that bridges academic theory with practical financial applications. His work on correlation networks, adaptive risk parity approaches, and tokenization frameworks demonstrates his commitment to addressing current challenges in portfolio management and financial technology. His research group appears particularly focused on developing robust investment strategies that can navigate changing market conditions while incorporating sustainability considerations.

R. Stafford Johnsonمشاهده پروفایل

استاد

• Option Pricing
• Fixed-Income and Debt Management
• Efficient Gambling Markets
• +۲ مورد دیگر

R. Stafford Johnson is Professor of Finance at Xavier University's Williams College of Business, serving since 1987. His prior academic appointments include Central Michigan University, Southern Illinois University, University of North Carolina at Charlotte, and University of Connecticut, with research roles at the University of Kentucky's Center for Public Affairs and Center for Energy Research. His academic credentials include: Ph.D. in Economics, University of Kentucky, 1975 M.S. in Economics, University of Kentucky, 1974 Johnson's research examines option pricing models, fixed-income securities valuation, gambling market efficiency, monetary policy frameworks, and global economic systems. His scholarly output appears in prominent journals including Applied Economics , The Financial Review , and Journal of International Economics , reflecting interdisciplinary work bridging finance theory and real-world applications. His professional recognition includes: Delta Sigma Pi Teacher of the Year Award (1996) Delta Sigma Pi Teacher of the Year Award (1998) Johnson has directed significant academic initiatives including the Stephen S. Smith Center and Fifth-Third Trading Center, while mentoring students through the Xavier Student Investment Funds program. He teaches core finance courses spanning investments, derivatives, debt markets, and global finance at undergraduate and MBA levels, emphasizing practical portfolio management skills. Administrative leadership includes Department Chair (1988-1998), Fund Professor for Student Investment Programs (2004-2010), Trading Center Director (2010-2011), and Interim Dean of Business (2011).

Tan Loc Buiمشاهده پروفایل

استادیار

• Finance
• Analytics
• Fixed-Income Securities
• +۱ مورد دیگر

Tan Loc Bui is an Assistant Professor of Finance and Analytics at the Sigmund Weis School of Business, Susquehanna University, where he has taught courses such as Corporate Financial Management, International Finance, and Financial Modeling & Fixed Income Analysis since joining in 2023. His research emphasizes fixed-income securities and corporate payout policies. Education: Ph.D. in Finance, University of Nebraska Lincoln M.S. in Economics, Hanken School of Economics Tan’s research bridges theoretical and applied finance, focusing on fixed-income markets and corporate financial decision-making, particularly dividend and buyback strategies. Contact: bui@susqu.edu | Phone: 570-372-4189.

• Investments
• Derivative Securities
• Fixed Income Securities
• +۴ مورد دیگر

Dr. Alex Chan is an Associate Professor of Teaching in the Finance department at The University of Hong Kong's Faculty of Business and Economics, where he also serves as the BEcon/BEcon&Fin Programme Director. He holds a Ph.D. in Finance from The Hong Kong University of Science and Technology and a First-Class Honors B.Soc.Sc. in Economics and Statistics from The University of Hong Kong. His research spans investments, derivative securities, fixed income, risk management, behavioral finance, exchange rate systems, and education economics. Key projects include convertible bond valuation, currency board optimization, and cultural impacts on corporate decisions. He has developed courses for Executive MBA, Full-time MBA, Master of Finance, and undergraduate programs, covering topics like Risk Management, Corporate Finance, and Derivatives. Dr. Chan has received multiple teaching awards and holds professional certifications as a Financial Risk Manager (FRM) and Chartered Financial Analyst (CFA). He serves as Deputy Chairman of The Hong Kong Institute of Bankers' Associateship Examination Moderating Sub-Committee.

Melissa A. Williamsمشاهده پروفایل

دانشیار

• agency theory
• corporate governance
• executive compensation
• +۱ مورد دیگر

Melissa A. Williams, Ph.D., serves as Associate Professor of Finance and Department Chair for the Economics, Finance, Marketing and Decision Science Department at the University of Houston-Clear Lake's College of Business. She joined the faculty in 2001 and holds the Chartered Financial Analyst (CFA) designation earned in 2004. Her research concentrates on: Agency theory dynamics in corporate structures Corporate governance frameworks Executive compensation systems Fixed-income securities markets Dr. Williams teaches undergraduate corporate finance and financial statement structures courses. She maintains active professional engagement through memberships in the Southwestern Finance Association, Southern Finance Association, Financial Management Association, and CFA Society of Houston.

Marcin Decمشاهده پروفایل

استادیار

• Financial Risk Management
• Derivatives Pricing
• Yield Curve Modeling
• +۵ مورد دیگر

Dr. Marcin Dec serves as Assistant Professor in the Department of Finance at Kozminski University while concurrently holding executive positions including Vice President of the Management Board at Noble Funds TFI S.A. His career spans over 25 years in Poland's financial sector, blending academic research with hands-on banking experience across treasury management, risk oversight, and regulatory roles. His educational foundation includes a Master of Economics from University of Gdańsk, MSc in Mathematical Finance from University of Oxford, and PhD in social sciences (finance/economics) awarded with distinction. Professional certifications encompass Investment Advisor (License 180), CIIA, PRM, and CQF credentials. Research focuses on solving practical challenges in financial risk management through advanced quantitative methods. Key areas include yield curve modeling for illiquid markets, valuation adjustments for interest rate derivatives, and stabilization of money market benchmarks. His work integrates stochastic modeling with real-world banking applications, particularly addressing liquidity constraints in Central/Eastern European financial systems. Recent publications reveal consistent emphasis on mathematical finance techniques applied to market stabilization and risk assessment, with increasing focus on regulatory-compliant valuation frameworks. The research trajectory demonstrates progression from treasury operations to sophisticated modeling of multi-curve frameworks and density-based valuation. Scientific recognition includes: Doctoral dissertation awarded with distinction Multiple Rector's Scholarships from SGH for outstanding doctoral research (2017-2021) Teaching encompasses corporate risk management, mathematics, and microeconomics, enhanced by ongoing collaboration with Advanced Trainings for professional development programs. Current research is supported by an active National Science Center grant (Preludium program 2021-2024) at FAME|GRAPE institute, investigating advanced analytics for financial markets. His industry leadership roles—including management board positions at Noble Funds TFI, supervisory board memberships, and ALCO committee chairmanships—provide unique practical context for academic work. This dual perspective enriches student supervision through real-time exposure to evolving financial market dynamics and regulatory challenges.