Doctoral Candidate | Finance Area | Ross School of Business | University of Michigan | Ann Arbor | R5425 | 734-757-5597 | firstname.lastname@example.org
I am a Ph.D Candidate in Finance, expecting to complete my studies in 2016. CV.pdf
My research interests are in the areas of Empirical Asset Pricing and Macro-Finance.
Current Research Projects
- Does the existence of option-market increase price efficiency in the equity market? Evidence from Sentiment, (September 2014)
I examine whether in times of high (positive or negative) sentiment, stocks with options are more price efficient as compared to stocks without options. Such results shed light on the behavior of arbitrageurs when faced with frictions in the equity market and have important policy implications regarding the operation of option and equity markets in times of high sentiment.
- Political Uncertainty and Financial Market Quality, (August 2013)
(with Paolo Pasquariello)
We examine the effects of political uncertainty surrounding the outcome of U.S. Presidential elections on financial market quality. We postulate those effects to depend on a positive relation between political uncertainty and information asymmetry among investors, ambiguity about the quality of their information, [and] or dispersion of their beliefs. We find strong evidence that supports the predictions of ambiguity hypothesis.