جستجوی استاد راهنمای دانشگاهی

Toomas Laarits is an Assistant Professor of Finance at the Leonard N. Stern School of Business, New York University, where he joined in 2019. His research lies at the intersection of asset pricing, financial intermediation, and monetary policy, with a focus on investor behavior, safe assets, and macroeconomic announcements. Education: PhD in Financial Economics, Yale University, 2019 MPhil in Financial Economics, Yale University, 2017 MA in Financial Economics, Yale University, 2016 AB in Mathematics, Harvard University, 2010 His research investigates puzzles in financial markets, such as the pre-FOMC announcement drift, retail investor behavior, and the role of safe assets in times of crisis. By combining empirical analysis with theoretical modeling, he explores how investors interpret public information, the hedging demand for Treasuries, and the impact of fiscal stimulus on equity markets. His interdisciplinary work also extends into financial history, examining the 1930 downturn and the evolution of financial architecture. The most recent research articles show a strong trend toward understanding decision-making under uncertainty, the role of information in asset pricing, and the behavior of retail investors using novel datasets such as browser activity. His work frequently appears in top finance journals and receives media attention from outlets like the Financial Times, Wall Street Journal, and The Economist. Scientific Awards: No awards mentioned in the text. Professor Laarits has advised or collaborated with researchers such as Marco Sammon and has been involved in multiple high-impact projects with leading scholars including Gary Gorton, Viral Acharya, and Robin Greenwood. While no formal grants are listed, the scope and publication record suggest active funding. He teaches Foundations of Finance at the undergraduate level and contributes to the academic life at NYU Stern through research and mentorship. Labs and Research Teams: No formal lab is mentioned. However, his extensive co-authorship network indicates active participation in collaborative research groups focused on financial economics, macro-finance, and market microstructure.

• Asset Pricing
• Financial Intermediation
• Retail Investors
• +۷ مورد دیگر

Emily Cook is an Assistant Professor at Texas A&M University, focusing on higher education economics, policy analysis, and institutional decision-making. Her research examines topics such as college pricing structures, STEM education funding, vaccine mandate impacts, and market dynamics in education and aviation sectors. She employs rigorous empirical methodologies to evaluate policy outcomes and institutional behaviors. Her work highlights how federal funding influences STEM curricula, how tuition policies affect student major choices, and the role of peer institutions in shaping reopening strategies during crises. Cook also investigates the equity implications of college pricing models and the structural evolution of industries such as airlines and higher education markets. Notable areas of focus include the interplay between public health policies and educational continuity, the competitive landscape of US universities, and the socioeconomic factors influencing student transitions from high school to college.

• Higher Education Policy
• Economics of Education
• STEM Education
• +۳ مورد دیگر

Daniel W. Green is an Assistant Professor of Business Administration in the Finance Unit at Harvard Business School , Harvard University. He teaches Finance II to MBA students and pursues research at the intersection of corporate finance, capital markets, and financial intermediation. Education: PhD in Financial Economics – MIT Sloan School of Management BA in Economics & Mathematics – University of Rochester Research Interests: Professor Green’s scholarship centers on how the organization of financial markets shapes firm capital structure and broader economic activity. Current projects explore socially responsible capital allocation, bank exit policies in energy lending, transaction-tax externalities in real-estate markets, and retirement-income innovation. His work spans both theoretical modeling and empirical analysis, drawing on settings as diverse as high-yield debt markets and microfinance. Publications Profile: Across 16 refereed articles, working papers, and Harvard cases, Green’s recent output tackles pressing policy and market questions—from the fiscal impact of Los Angeles’ mansion tax to the real effects of bank divestment from coal. Collectively, these studies illuminate how financing frictions, regulatory policies, and investor preferences jointly determine capital flows, firm behavior, and household welfare. Teaching & Case Development: In addition to Finance II, Green has authored or co-authored multiple award-winning HBS cases covering divestment strategy (Harvard Endowment), retirement product design (RTX Lifetime Income), and competitive bidding (Anadarko Petroleum). Contact: Email: dgreen@hbs.edu Office: 235 Baker Library, Harvard Business School, Boston, MA 02163

• Corporate Finance
• Capital Markets
• Financial Intermediation
• +۵ مورد دیگر

Joseph L. Pagliari is a Clinical Professor of Real Estate at the University of Chicago Booth School of Business. With over 40 years of industry experience, he focuses his research and teaching on issues broadly surrounding institutional real estate investment, analyzing important questions from rigorous theoretical and empirical perspectives. His educational background includes: Bachelor's degree in Finance from University of Illinois-Urbana (1979) MBA from DePaul University-Chicago (1982) PhD in Finance from University of Illinois-Urbana (2002) Professor Pagliari's research centers on asset pricing, strategic use of leverage, portfolio allocation, joint ventures, hedonic pricing, and option-pricing theory. His work specifically addresses the risk-adjusted performance of core and non-core funds, principal/agent issues in incentive fees, comparisons between REITs and private real estate, real estate's pricing and return-generating process, real estate's role in mixed-asset portfolios, and analysis of high-yield financing. His research demonstrates how real estate characteristics impact investment decisions, pricing mechanisms, and portfolio construction across different market conditions and time horizons. His recent publications show a strong focus on understanding leverage dynamics in real estate debt markets, analyzing real estate returns by investment strategy, and examining the role of real estate in mixed-asset portfolios. Pagliari's work on high-yield lending reveals how asset-level volatility significantly impacts mezzanine debt returns, while his research on investment horizons demonstrates how time horizon affects optimal real estate allocations in portfolios. His analysis of credit spreads across different leverage ratios provides critical insights into real estate debt pricing over nearly three decades. Professor Pagliari has received significant recognition for his contributions to real estate research: 2015 winner of PREA's James A Graaskamp Award (recognizing significant research contributions to the common body of knowledge) He actively contributes to the academic and professional real estate community through board memberships and presentations. Pagliari serves on the board of the Real Estate Research Institute (RERI) and previously served on the Real Estate Information Standards (REIS) board. He has presented his research at numerous industry events including ARES, AREUEA, NCREIF, NAREIM, PREA, and ULI, as well as at the Federal Reserve Bank of Atlanta and before a subcommittee of the House of Representatives. His views have also been published in popular press outlets including Barron's and The Wall Street Journal. Professor Pagliari is deeply involved in the real estate academic community, serving as editor of the Handbook of Real Estate Portfolio Management and contributing to numerous academic and professional associations including the American Real Estate Society (ARES), American Real Estate and Urban Economics Association (AREUEA), Homer Hoyt Institute (where he is a Hoyt Fellow), National Association of Real Estate Trusts (NAREIT), National Council of Real Estate Investment Fiduciaries (NCREIF), Pension Real Estate Association (PREA), and Urban Land Institute (ULI).

• Real Estate Investment
• Asset Pricing
• Strategic Leverage
• +۹ مورد دیگر

Professor Jagjit S. Chadha is a distinguished academic and policy adviser serving as Professor of Economics at the University of Cambridge's Faculty of Economics. He concurrently serves as Director of the National Institute of Economic and Social Research (NIESR) until December 2024, and holds advisory roles with the Bennett Institute of Public Policy and the Productivity Institute. His career spans academic appointments at the University of Kent and St Andrews, and professional roles including Chief Quantitative Economist at BNP Paribas and Specialist Adviser to the UK Treasury Committee. His research focuses on macroeconomics, monetary policy, fiscal frameworks, and historical business cycles. Notable contributions include analyses of quantitative easing impacts, debt management strategies, and long-term UK economic data. Chadha has authored A Century of High Frequency UK Macroeconomic Statistics and frequently publishes in journals like Journal of Economic Surveys and Economic History Review . He has received an OBE (2021) and Royal Economic Society Founding Fellowship (2025). His work bridges academia and policy, advising central banks, HM Treasury, and international institutions. Recent media engagements include commentary on UK fiscal rules, China-UK economic relations, and post-pandemic productivity challenges.

• Macroeconomics
• Monetary and Fiscal Policies
• Business Cycle Analysis
• +۳ مورد دیگر

Hal J. Singer is a Managing Director at Econ One and an Adjunct Professor at the University of Utah. His career spans economics consulting and academic research, with a focus on telecommunications, antitrust, regulatory policy, and market competition. Key Affiliations: Econ One, University of Utah, Criterion Economics, LLC, Technology Policy Institute. Research Interests: Broadband regulation, wireless markets, antitrust analysis, merger impacts, and consumer welfare in high-tech industries. Recent Work Trends: Analyzes competition in telecom markets, regulatory frameworks for net neutrality, and antitrust implications in digital platforms. His publications often address policy decisions in the U.S. and international contexts. Notable Contributions: Co-author of influential studies on the Sprint/T-Mobile merger, Google/DoubleClick antitrust case, and economic impacts of broadband regulation.

• Economics
• Telecommunications
• Antitrust
• +۳ مورد دیگر

Maik Schmeling is a Visiting Professor of Finance at Bayes Business School, City, University of London , and a full-time Professor of Finance at Goethe University Frankfurt . He is also a Research Fellow at the Centre for Economic Policy Research (CEPR) and the Bank for International Settlements (BIS) . His academic work spans empirical finance, international markets, and monetary economics. His research focuses on empirical asset pricing, international finance, macro-finance, and investments , with a strong emphasis on how central bank communication—particularly tone and textual content—affects financial markets. He explores topics such as currency risk premia, monetary policy transmission, and information flows in foreign exchange markets. His recent publications reveal a consistent trend in analyzing high-frequency market reactions to policy communication, using textual analysis to extract sentiment and tone from central bank statements. These works span top journals such as the Journal of Finance , Journal of Financial Economics , and Review of Financial Studies , demonstrating interdisciplinary rigor at the intersection of finance, macroeconomics, and data science. Research Fellow, Centre for Economic Policy Research (CEPR), Nov 2016 – present Research Fellow, Bank for International Settlements, Dec 2016 He advises PhD research students and has received research grants from the German Science Foundation (DFG) . His professional activities include consultancy roles with the IMF, Deutsche Bundesbank, and BIS, and he regularly presents at major finance conferences including the American Finance Association (AFA) , Western Finance Association (WFA) , and European Finance Association (EFA) . His academic and professional engagements reflect a deep integration with central banking institutions and global financial policy debates, particularly in the area of communication and market expectations.

• Empirical Asset Pricing
• International Finance
• Macro Finance
• +۸ مورد دیگر

Jonathan Clarke is Associate Professor of Finance and Senior Associate Dean for Strategic Initiatives at the Scheller College of Business, Georgia Institute of Technology. He has held key leadership roles including Associate Dean for Undergraduate Programs (2012–2018), Senior Associate Dean of Programs (2020–2023), and Interim Dean in 2023. He earned his Ph.D. in Finance from the University of Pittsburgh and holds undergraduate degrees in Mathematics and Economics from Indiana University. Ph.D., University of Pittsburgh B.A., Indiana University Dr. Clarke's research centers on finance, particularly analyst behavior, investment banking, corporate finance, and capital markets. His work explores how information is generated, disseminated, and priced in financial markets, with a focus on empirical analysis of market efficiency, disclosure practices, and institutional influences. He has made significant contributions to understanding insider trading, seasoned equity offerings, analyst forecasting, and corporate governance. The 15 most recent articles reflect a consistent focus on empirical finance, with strong emphasis on the role of financial analysts, information intermediaries, and market structure. His publications span top journals in finance and management, indicating interdisciplinary reach, especially in information systems and organizational behavior. The research trend shows deep engagement with real-world financial phenomena such as IPOs, M&A, executive compensation, and media effects on markets. Dr. Clarke has received numerous accolades for teaching and research: William F. Sharpe Award (2001) Poets&Quants Top 50 Undergraduate Professors (2018) MBA Core Professor of the Year (2009, 2013, 2021) Hesburgh Teaching Fellow (2009) James F. Frazier, Jr. Award for Teaching Excellence (2010) As an advisor and educator, Dr. Clarke has influenced countless students through classroom teaching and executive education programs for companies like Home Depot, Coca-Cola, NCR, Clorox, Georgia-Pacific, Lockheed Martin, and the NFL. His leadership in academic administration has elevated Scheller’s rankings, including a #11 undergraduate ranking by Poets&Quants. He served as President of the Eastern Finance Association and on the Georgia Tech Athletic Association Board of Trustees for six years, demonstrating broad institutional and professional engagement. While no formal lab or research team is mentioned, his extensive publication record and administrative leadership suggest a strong collaborative network across finance and business disciplines.

• Finance
• Investment Banking
• Financial Markets
• +۴ مورد دیگر

Prof. Markus Rudolf is a full Professor of Finance at WHU – Otto Beisheim School of Management since 1998, holding the Chair of Finance. He leads the WHU Center of Asset and Wealth Management and previously served as dean from 2015 to 2023. With a PhD and habilitation from the University of St. Gallen, his expertise spans banking, risk management, derivatives pricing, and Eurozone sovereign risk. He co-edits *Financial Markets and Portfolio Management* and advises major financial institutions such as Boeker & Paul AG. Research focuses include cryptocurrency dynamics, sustainable finance, and systemic risk. Notable contributions analyze market interdependencies, investor behavior, and regulatory frameworks like Basel II/Solvency II. His leadership roles include academic director of the Campus for Finance conference and supervisory board positions at financial firms.

• Finance
• Banking
• Asset and Risk Management
• +۴ مورد دیگر

Drew Creal is a Professor of Economics at the University of Illinois Urbana-Champaign, affiliated with the Department of Economics within the College of Liberal Arts & Sciences. His research focuses on econometrics, macroeconomics, and finance, with an emphasis on time series analysis, stochastic volatility models, and asset pricing. He has published extensively in top journals such as the Journal of Econometrics, Journal of Financial Econometrics, and Journal of Business and Economic Statistics. His work often involves methodological advancements in econometric modeling, including Bayesian estimation, dynamic factor models, and generalized autoregressive score (GAS) models. His academic contributions span theoretical econometrics and applied finance, addressing topics like monetary policy uncertainty, international yield curves, and credit risk. He serves as an Associate Editor for several leading journals, including the Journal of Econometrics and the Journal of Applied Econometrics. His research has been supported by grants and collaborations with institutions such as the National Science Foundation and the Tinbergen Institute. Recent publications highlight innovations in cluster covariance estimation, observation-driven filtering techniques, and Bayesian regression trees for asset pricing. His work often bridges theory and practice, offering tools for analyzing financial markets and macroeconomic phenomena. Creal’s academic profile is further enriched by his role in organizing conferences and workshops, such as the Midwest Econometrics Group Conference, fostering interdisciplinary dialogue in econometrics and finance.

• Econometrics
• Macroeconomics
• Finance
• +۳ مورد دیگر

Dr. Robert Schwebach serves as an Associate Professor of Finance within the Department of Finance and Real Estate at Colorado State University's College of Business, where he has held a faculty position since 1996. His academic career includes prior appointments at the University of Wyoming and industry experience as an actuarial consultant with Towers Perrin and Hewitt Associates. His educational background includes: Ph.D. in Finance, University of Nebraska–Lincoln (1992) M.A., University of South Dakota B.S., University of South Dakota Dr. Schwebach's research centers on corporate social responsibility , portfolio risk dynamics influenced by investment time horizons, supply chain effects of private equity acquisitions , and strategic flexibility in revolving credit facilities . His scholarly work, published in journals like the Journal of Risk and Insurance and Strategic Management Journal , bridges theoretical finance with practical market applications through rigorous event study methodologies. Analysis of his publication record reveals sustained focus on syndicated loan markets during financial crises, corporate social responsibility disclosures, and international investment strategies. His research consistently examines market reactions to financial announcements across banking, corporate finance, and fixed income domains with particular attention to crisis-period dynamics. No scientific awards or fellowships were documented in the available materials. In teaching, Dr. Schwebach instructs corporate finance and investments across undergraduate, MBA, Executive MBA, and Financial Risk Management master's programs. He has developed online courses through Continuing Education and taught internationally at Foreign Trade University in Hanoi. While his teaching portfolio is extensive, the documentation does not specify formal student advising relationships or research grant funding.

• Corporate Social Responsibility
• Syndicated Loans
• Portfolio Management
• +۳ مورد دیگر

Ranko Jelic is Professor of Finance (Accounting and Finance) at the University of Sussex Business School, where he leads the Business Finance (BF) research group. His academic career spans prestigious institutions including the London School of Economics, University of Birmingham, and EDHEC business schools in France, with extensive international teaching experience across Asia and Europe. Dr. Jelic's research focuses on corporate and entrepreneurial finance, private equity, sustainable finance, European bond markets, and financial regulation. His scholarly work has resulted in over forty publications, consistently ranking him among the top 10% authors on the Social Sciences Research Network (SSRN) by citations and downloads. His research has been featured in top journals and referenced by major media outlets including the Financial Times. His publication portfolio reveals a strong emphasis on private equity structures, European bond market dynamics, and corporate governance issues. The research shows particular interest in management buyouts, secondary buyouts, and the performance of privatized firms in transition economies, with a growing focus on sustainable finance in recent years. Dr. Jelic's scholarly recognition includes: Consistent ranking among top 10% SSRN authors Google Scholar metrics: i10 index of 28 and h-index of 20 University of Birmingham award for excellence in doctoral supervision Selection as showcase publications by academic journals Recognition by ANBAR Electronic Intelligence for highest quality rating As an educator, Dr. Jelic has supervised numerous PhD students, ten of whom have secured academic positions globally. He has held significant leadership roles including Head of Department, Director of Research, and Convenor of PhD programmes. His editorial service includes being an Associate Editor of the European Journal of Finance since 2017 and serving on the board of the European Financial Management Association. Dr. Jelic leads the Business Finance research group at Sussex, which focuses on advancing knowledge in corporate finance, private equity, and sustainable investment practices. The group maintains active collaborations with financial institutions and regulatory bodies across Europe.

• Corporate Finance
• Entrepreneurial Finance
• Private Equity
• +۳ مورد دیگر

Jonathon Hazell is an Assistant Professor of Economics at the London School of Economics and Political Science (LSE) , affiliated with the Centre for Macroeconomics, the Centre for Economic Performance (CEP), and the Institute for Labour Economics (IZA). His research focuses on Macroeconomics and Labour Economics , particularly inflation dynamics, wage rigidity, and fiscal policy. Education : PhD in Economics from MIT (201?), undergraduate degree from the University of Cambridge (Adam Smith Prize recipient). Postdoctoral research at Princeton University's Julis-Rabinowitz Center for Public Policy and Finance (2020–2021). Research Highlights : Explores worker welfare under inflation via wage erosion and conflict costs. Analyzes fiscal multipliers and deficits' impact on inflation. Studies systemic risk in financial networks and labour market dynamics. Key Awards : Adam Smith Prize (Cambridge). Recent Articles (selection): Why Do Workers Dislike Inflation? (2024) – Examines conflict costs in wage negotiations. Do Deficits Cause Inflation? (2024) – High-frequency analysis of fiscal policy impacts. Engagement : Guest on David Beckworth's Macro Musings , contributor to CEPR and IZA. Active in policy-relevant research with a focus on inflation and macroeconomic stability.

• Macroeconomics
• Labour Economics
• Inflation Dynamics
• +۳ مورد دیگر

Angelo Ranaldo is a Full Professor of Finance and Financial Economics at the University of Basel, Faculty of Business and Economics, and holds a Senior Chair at the Swiss Finance Institute (SFI) since 2024. He was appointed by the University Council on October 24, 2023, effective August 1, 2024. Additionally, he serves as a Member of the Bank Council of the Swiss National Bank, elected in April 2023. He collaborates with major institutions including the Bank of England, the Bank for International Settlements (BIS), and the European Central Bank (ECB). His research centers on financial market liquidity, foreign exchange markets, safe assets, cryptocurrency markets, and funding mechanisms. Key areas include FX swap liquidity, collateral cycles, high-frequency trading, blockchain applications in finance, and central banking operations. He frequently collaborates with leading scholars such as Peteris Kloks, Wenqian Huang, Loriano Mancini, and Jan Wrampelmeyer. The trends in his recent publications (2022–2025) reflect a deep engagement with both traditional and emerging financial markets. His work spans central banking operations, market microstructure, and digital finance, with a strong emphasis on empirical analysis and policy relevance. Articles cover topics such as liquidity risk, currency demand, blockchain currency markets, and pension fund liquidity, published in top journals like the Journal of Finance , Journal of Financial Economics , and Review of Financial Studies . Notable scientific recognition includes the 2018 Duisenberg Fellowship awarded by the European Central Bank. This fellowship highlights his contributions to central banking research and policy-relevant financial economics. Ranaldo actively advises and collaborates with central banks and international financial institutions. His work is supported through institutional affiliations and research grants, particularly via the Swiss Finance Institute and collaborations with the BIS, ECB, and SNB. There is no public list of his advisees or students. He leads or participates in research teams focused on financial stability, market liquidity, and monetary policy, though specific lab affiliations are not detailed. He is involved in ongoing research on safe assets, currency markets, and the impact of regulation on financial intermediation, with several forthcoming publications in leading journals. His work continues to shape discourse in financial economics and central banking.

• Financial Economics
• Finance
• Foreign Exchange Markets
• +۱۲ مورد دیگر

Alper Gormus, Ph.D., is an Associate Professor of Finance at Coastal Carolina University's College of Business. He holds a Ph.D. in Finance from the University of Texas at Arlington and prior degrees from Texas Tech University. His research focuses on international financial markets, energy investments, and mutual funds, with recent work exploring ESG factors, commodity financialization, and cryptocurrency-ETF interactions. He has held academic leadership roles, including Department Chair at the University of Texas at Permian Basin and Director of Finance Programs at Texas A&M University-Commerce. Education: Ph.D. in Finance, University of Texas at Arlington M.S. in Economics, Texas Tech University B.B.A. in Business Administration, Texas Tech University Professional Experience: Associate Professor of Finance, Coastal Carolina University (current) Department Chair, Accounting, Finance, and Energy, University of Texas at Permian Basin Director of Finance Programs, Texas A&M University-Commerce His research interests include analyzing geopolitical risks, energy market dynamics, and the impact of ESG factors on financial instruments. Recent publications examine sectoral integration between emerging and developed markets, volatility transmission mechanisms, and cryptocurrency-ETF dependencies. He is an active member of professional organizations such as the Financial Management Association and the Southwestern Finance Association. Dr. Gormus’s work bridges empirical finance and practical applications, with a focus on emerging markets and energy sectors. His articles highlight trends like ESG integration into commodity markets and the asymmetric impacts of volatility on global asset classes. He has no listed scientific awards but maintains a robust record of peer-reviewed publications and academic leadership roles. His professional affiliations include roles as a Senior Financial Analyst at Trammell Crow Holdings and Managing Partner at Gorpas Investments Group, demonstrating industry-academia synergy. His advising and grant activities are not explicitly detailed in the provided texts. He contributes to academic discourse through his research on energy mutual funds, oil-price linkages, and financial sector interdependencies, often employing advanced statistical methods like Fourier analysis and K-means clustering.

• International Financial Markets
• Energy Investments
• Mutual Funds
• +۳ مورد دیگر