Alaina Lemon is a Professor of Anthropology at the University of Michigan, affiliated with the College of Literature, Science, and the Arts (LSA). She serves as Director of Undergraduate Studies in Anthropology and holds affiliations with the Center for Russian, East European, and Eurasian Studies (CREES), the Weiser Center for Europe and Eurasia, and the Interdepartmental Program in Anthropology and History. Her research focuses on socio-cultural anthropology, performance studies, and visual culture, with expertise in Russia, the Romani diaspora, and post-Socialist states. Education: BA in Anthropology (University of Wisconsin, 1987), MA (University of Chicago, 1988), and PhD (University of Chicago, 1996). Notable awards include the Wayne S. Vucinich Book Prize (2001), Heldt Book Prize (2001), and a 2023 visiting scholar position at the École des Hautes Études en Sciences Sociales (Paris). Her work bridges historical and contemporary issues, exploring themes like phatic labor, media infrastructures, and affective politics. Recent projects include editing the documentary Tremors (2023) and researching Soviet-era moral projects through studies of Moscow’s Metro and canine-human interactions. Lemon’s interdisciplinary approach integrates performance studies, linguistic anthropology, and critical race theory to analyze cultural dynamics in transitional societies. Grants include a 2019-2024 University of Michigan Office of Research grant for film collaboration and a 2002-2003 International Research and Exchanges Board fellowship. She has authored influential books such as Between Two Fires (2000) and Technologies for Intuition (2017), and her films document Romani experiences and urban cultural phenomena.
Yochai Benkler is the Berkman Professor of Entrepreneurial Legal Studies at Harvard Law School and faculty co-director of the Berkman Klein Center for Internet and Society at Harvard University. He specializes in Law and Political Economy, Technology Law and Policy, Communications Law, and Access to Knowledge. His work bridges academia and activism, focusing on the intersection of technology, collaboration, and societal structures. Benkler's research emphasizes decentralized collaboration, information commons, and the impact of technology on democracy. He has advised governments and international organizations on innovation policy and telecommunications. His notable works include The Wealth of Networks (2006), which explores social production in the digital age, and Reconstructing Class Analysis (2024), co-authored with Talha Syed, which rethinks class dynamics within capitalism. He has received numerous awards, including the Oxford Internet Institute Lifetime Achievement Award (2012), Ford Foundation Visionaries Award (2011), and Electronic Frontier Foundation Pioneer Award (2007). His work is publicly accessible at benkler.org . Benkler serves on the boards of the Open Society Foundations and the Freedombox Foundation. His research spans law, political economy, and technology, addressing issues like fake news, network propaganda, and the role of the internet in governance.
Mungo Wilson is a Professor of Finance at the Saïd Business School , University of Oxford, and an associate member of the Oxford-Man Institute of Quantitative Finance. He holds a PPE degree from Oxford, an MSc in Economics from LSE, and a PhD in Economics from Harvard. His research focuses on asset pricing, credit risk, mutual funds, and macroeconomic influences on financial markets. He has published extensively in top journals and engages actively with industry through board roles and advisory work. Education : Bachelor's in Philosophy, Politics & Economics (PPE), University of Oxford MSc Economics, London School of Economics PhD in Economics, Harvard University Research Interests : Assesses how macroeconomic conditions and credit risk shape asset prices Analyzes mutual fund behavior and market information transmission mechanisms Explores political dynamics' impact on financial markets His professional engagements include board memberships with funds like EA Asia Absolute Return Master Fund and advisory roles at Broadwell Capital. Teaching focuses on microeconomics for MBA programs, covering game theory, market structures, and price discrimination. Advisory & Grants : Supervises doctoral students at Saïd Business School and serves on programme committees for major finance conferences (e.g., European Finance Association, CEPR Annual Spring Symposium). Awards : While no specific prizes are listed, his impactful research has been widely cited and presented globally.
Granger Morgan is the Hamerschlag University Professor of Engineering at Carnegie Mellon University, holding joint appointments in the Department of Electrical and Computer Engineering, the Department of Engineering and Public Policy, and the H. John Heinz III College. His research focuses on science, technology, and public policy, particularly energy systems, climate change, risk analysis, and regulatory frameworks. He co-directs the NSF Center for Climate and Energy Decision Making and the Electricity Industry Center. Education: Ph.D., Applied Physics and Information Science, University of California, San Diego (1969) M.S., Astronomy and Space Science, Cornell University (1965) B.A., Physics, Harvard College (1963) Research Interests: Energy decarbonization and electric power resilience Climate change mitigation and adaptation strategies Risk assessment and policy analysis Hydrogen and nuclear energy systems Global technology adoption dynamics Awards and Affiliations: FAS Public Service Award (2016) Member, National Academy of Sciences Fellow, AAAS, IEEE, and Society for Risk Analysis National Academies Report Review Committee Co-Chair Advisory roles at DOE, PNNL, and international energy councils Advisory and Grants: Leadership in national studies on electric grid resilience and hydrogen infrastructure Recipient of NSF and industry-funded research grants Guidance on global energy policy and regulatory frameworks Labs and Teams: NSF Center for Climate and Energy Decision Making (co-director) Carnegie Mellon Electricity Industry Center Interdisciplinary energy policy research groups
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.
Adam Zylbersztejn is an Assistant Professor (Maître de conférences HDR) at Université Lumière Lyon 2 and affiliated with GATE Lyon Saint-Etienne, a research group in economics. He holds a PhD from the Paris School of Economics (2013) and previously conducted postdoctoral research at WU Wien (Vienna University of Economics and Business). His research focuses on behavioral economics using experimental methods to study individual and interactive decision processes, particularly in contexts involving trust, strategic uncertainty, and cultural variability. Key research areas include behavioral game theory, experimental finance, and the impact of nonverbal communication in economic interactions. His work has been published in top journals such as Journal of Economic Psychology , Games and Economic Behavior , and Experimental Economics . Recent studies examine topics like anonymity effects in charitable giving, trust in market exchanges under oath, and cognitive processes in asset markets using eye-tracking technology. His ongoing projects include research on risk-incentive tradeoffs and ambiguity framing in decision-making. While no formal academic awards are listed, his work has received press coverage in outlets like Le Monde and CORTEX Mag . He collaborates widely with institutions such as GATE-LSE and the Paris School of Economics, contributing to both theoretical and applied economic inquiry.
Nikolai Roussanov is the Moise Y. Safra Associate Professor of Finance at the Wharton School, University of Pennsylvania, and a Faculty Research Fellow at the National Bureau of Economic Research. His research spans asset pricing, econometrics, household finance, and macroeconomics, with a focus on market dynamics and behavioral economic factors. His research interests include: Asset pricing anomalies and risk factor modeling Household financial decision-making under uncertainty Macroeconomic impacts on commodity and currency markets Behavioral finance and mental accounting mechanisms Recent publications analyze inflation risks across asset classes, corporate bond valuation, behavioral retirement strategies, and the role of leisure economics in declining work hours. His work frequently integrates empirical finance and econometric methodologies. Scientific contributions include: Faculty Research Fellow, National Bureau of Economic Research His scholarship bridges technical financial modeling with real-world economic phenomena, covering topics like oil price shocks, mortgage liquidity, and systemic market failures.
David A. Hsieh is the Bank of America Professor of Finance at the Fuqua School of Business, Duke University, where he has been a faculty member since 1993. Previously, he served as Associate Professor and Assistant Professor at the University of Chicago's Graduate School of Business from 1981-1989. His extensive research has significantly contributed to the understanding of hedge funds, financial risk management, and nonlinear dynamics in financial markets. Massachusetts Institute of Technology, Ph.D. in Economics, 1981 Yale University, B.S. in Economics and Mathematics, 1976 (Summa Cum Laude, Phi Beta Kappa) Phillips Academy, Andover, 1972 (Cum Laude) Dr. Hsieh's research primarily focuses on the dynamics of asset prices and their implications for financial risk management. He has made significant contributions to understanding risk and return characteristics in hedge funds and commodity funds, pioneering work on nonlinear dynamics applications to financial markets. His research has evolved from early work on exchange rates and volatility modeling to more recent comprehensive analyses of hedge fund strategies, performance measurement, and industry structure. Hsieh's publication history reveals a clear progression from foundational work on nonlinear dynamics in financial markets to increasingly sophisticated analyses of hedge fund strategies and risk characteristics. His recent work, often in collaboration with William Fung and other prominent finance researchers, has focused on mega hedge fund firms, franchise value in the industry, and the evolution of hedge fund strategies toward more index-like products. The research consistently combines rigorous theoretical frameworks with robust empirical analyses across diverse market conditions. CAIA Award for Excellence in Alternative Investment Research (2015) CFA Institute Graham and Dodd Award of Excellence (2004) Bank of America Faculty Award (2002) Duke Cross-Continent Executive MBA Teaching Excellence Award (2002) Fischer Black Memorial Foundation Robert J. Schwartz Memorial Prize (1999) Smith Breeden First Prize (1990) Yale Science and Engineering Association High Scholarship Award (1976) Russell Henry Chittenden Prize (1976) Dr. Hsieh has served as a consultant for the International Monetary Fund (2007-2016) and the Bank for International Settlements (1998), and as a Visiting Scholar at both the International Monetary Fund and the Board of Governors of the Federal Reserve System. His editorial service includes Finance Editor for Management Science (2003-2009) and Associate Editor roles for several leading finance journals. He has developed extensive research resources including a Hedge Fund Data Library that has become widely used in academic and industry research.
Dr. Edyta Chlebowska is an Assistant Professor at the Cyprian Norwid Research Center, John Paul II Catholic University of Lublin. Specializing in the visual art and literary legacy of Cyprian Norwid, she explores intersections between Polish Romanticism, art history, and cultural studies. Her work extends to album art analysis and interdisciplinary connections with music (e.g., Pink Floyd, Czesław Niemen). Her research focuses on Norwid's self-portraits, eschatological themes in his drawings, and comparative studies with 19th-century Warsaw painting. She reconstructs lost artworks, documents private collections (e.g., Konstancja Górska, Victor Gomulicki), and examines Norwid's reception in Florence and Odessa. Key projects include translating Studia Norwidiana and critical editing of Norwid's complete works. As editor-in-chief of multiple On Cyprian Norwid. Studies and Essays volumes and organizer of conferences like Niemen Non Stop and Colloquia Norwidiana , she bridges academic rigor with public engagement. Her publications span peer-reviewed books, journal articles, and popular science pieces, emphasizing Norwid's unpublished works and symbolic programs.
Zhi Da is the Howard J. and Geraldine F. Korth Chair in Finance and Professor of Finance at the University of Notre Dame , Mendoza College of Business, Department of Finance. He completed his Ph.D. in Finance at Northwestern University’s Kellogg School of Management (2006), preceded by an M.Sc. in Financial Engineering from the National University of Singapore (2001) and a B.B.A. with First-Class Honors (1999) from the same institution. Holding editorial roles at Journal of Finance , Management Science , Review of Financial Studies and several other top journals, he is a leading voice in empirical finance research. Education Ph.D. in Finance, 2006 – Kellogg School of Management, Northwestern University M.Sc. in Financial Engineering, 2001 – National University of Singapore B.B.A. (1st Class Honors), 1999 – National University of Singapore Research Interests Zhi Da’s scholarship sits at the intersection of asset pricing , behavioral finance , and market microstructure . He investigates how investor attention, institutional trading, liquidity frictions, and information flows jointly determine the cross-section of expected returns. His work delves into retail margin trading, the role of pension-fund flows in exchange-rate dynamics, the informational content of SEC filings, and the efficiency of short-selling mechanisms. By combining large-scale data analytics, textual analysis, and structural modeling, he uncovers novel predictors of returns ranging from presidential approval ratings to real-time attention measures. Recent projects explore fractional trading ’s impact on price efficiency, hedging demand as a driver of intraday momentum, and the hidden effort problem in delegated portfolio management. These themes collectively advance our understanding of limits to arbitrage and the formation of extrapolative beliefs. Publication Landscape Spanning 2025 back to 2009, his 15 most recent articles in Journal of Finance , Review of Financial Studies , Management Science , Journal of Financial Economics , and Journal of Financial and Quantitative Analysis converge on three broad motifs: (1) micro-level trading frictions—liquidity costs, margin requirements, and short-selling constraints; (2) macro-finance linkages—exchange rates, fiscal policy, and global capital flows; and (3) information economics—attention allocation, media analytics, and regulatory disclosures. The collective evidence demonstrates that seemingly small trading or informational frictions aggregate into large, persistent cross-sectional return predictability. Honors and Awards 2017 William F. Sharpe Award for Best Paper, Journal of Financial and Quantitative Analysis Lead-article distinctions in Journal of Finance , Review of Financial Studies , and Management Science Featured coverage in SmartMoney and CNBC Teaching & Mentorship At Notre Dame’s Mendoza College, Professor Da teaches Investments (undergraduate and MBA) and Fixed Income Securities , integrating cutting-edge research insights into the curriculum. While specific advisees are not listed, his extensive co-author network (22+ recurring collaborators) attests to a vibrant mentoring environment. Laboratory & Data Resources He publicly distributes the NAT (Net Arbitrage Trading) dataset, a stock-quarter panel of arbitrage positions used in Chen, Da & Huang (2019). This resource has become a standard tool for researchers studying arbitrage capital movements.
Refet S. Gürkaynak is a Professor of Economics at Bilkent University and a Research Fellow at the Center for Economic Policy Research (CEPR), where he directs the Monetary Economics and Fluctuations Program. He holds a BA in Economics from Bilkent University and a PhD in Economics from Princeton University. His research focuses on monetary economics, financial markets, and international economics, particularly on extracting monetary policy insights from asset prices. His work has appeared in top journals like the Journal of Monetary Economics , Review of Economics and Statistics , and American Economic Review . Research Interests Monetary Policy Transmission Financial Market Reactions Inflation Dynamics ECB Policy Communication Post-Crisis Economic Modeling Scientific Awards & Grants Central Bank of Turkey Award European Central Bank Award Turkish Academy of Sciences Award ERC Grant Consulting & Affiliations Consultant to multiple central banks Director, Monetary Economics and Fluctuations Program at CEPR Former Economist, Federal Reserve Board's Monetary Affairs Division
Dr. Shan Lu is a Lecturer in Finance at the Department of Accounting and Finance, Kent Business School, University of Kent, since August 2021. He previously held positions at the University of Aberdeen and the University of Bradford and earned his PhD from the University of Aberdeen. Research interests: Financial derivatives, option pricing, and quantitative finance. His work focuses on volatility modeling, risk-neutral density estimation, and computational finance, with publications in journals such as the European Journal of Finance, Journal of Futures Markets, and Economics Letters. Teaching: Covers financial markets, derivatives, econometrics, and quantitative methods at undergraduate and postgraduate levels. Scientific awards: Fellow (FHEA) of Higher Education Academy Advising: Offers PhD supervision in topics aligned with his research interests, including financial derivatives and quantitative finance. He emphasizes collaboration on research ideas directly related to his expertise. Publications: Recent work explores volatility dynamics in VIX/VXX options, risk-neutral density extraction, and implied volatility forecasting, leveraging computational methods and empirical finance techniques.
Robert Newbery is a Professor and Head of Entrepreneurship and Innovation at Northumbria University's Entrepreneurship, Innovation and Strategy Department. He holds a PhD from Newcastle University, specializing in rural business associations, alongside an MBA and MSc in Rural Social Science. His research focuses on entrepreneurship's role in development, particularly in poverty-stricken regions of the Global North and Global South. He leads the Entrepreneurship Educator Foundation for East Africa (EEFEA) and evaluates entrepreneurship programs' impacts, including serious games and research commercialization. Education: PhD in Business and Management Studies, Newcastle University (2011) MSc in Rural Social Science, Newcastle University (2007) MBA, Newcastle University (2003) Research Interests: Entrepreneurship for poverty alleviation Rural business models in Europe and Africa Innovative supply chains in East Africa Social entrepreneurship in South America Impact assessment of entrepreneurship education Geographic Foci: UK/Europe: Farming entrepreneurship and rural business models East Africa: Entrepreneurship and poverty reduction West Africa: Business models and development South America: Social entrepreneurship Collaborations: Visiting roles at Kenyatta University and University of Nairobi (2022). Active in the Institute of Small Business & Entrepreneurship as Deputy President. Advising & Grants: Accepting PhD students in development-linked entrepreneurship. Research commercialization and serious games impact studies are current priorities. Labs/Teams: Leads the EEFEA, collaborates with interdisciplinary teams on rural development and global entrepreneurship challenges.
Andrea Korda, PhD (University of California, Santa Barbara), is an Associate Professor of Fine Arts & Humanities and Associate Dean (Research) at the Augustana Campus of the University of Alberta. Her academic career bridges art history, material culture studies, and pedagogical innovation. Educations: BA in Fine Arts, Queen's University MA in Art History, Concordia University PhD in Art History, University of California, Santa Barbara Research Focus: Dr. Korda specializes in 19th-century visual and material culture, with a focus on education's visual dimensions, children's literature, and community-engaged projects like the award-winning Crafting Communities initiative. She co-curated the virtual exhibition Photographies (Bruce Peel Special Collections) and explores hands-on learning through historical crafts. Teaching: Courses include modern art history (AUART 220), photography theory (AUART 225), and special topics in visual culture (AUART 382). She emphasizes experiential learning and digital humanities integration, as seen in her work with the Getty Museum Challenge and OER projects. Collaborations: Leads interdisciplinary teams on projects like Crafting Communities , blending scholarship with public engagement. Her research bridges historical methodologies with contemporary pedagogical practices, fostering connections between academia and communities.
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.
