Yashar Heydari Barardehi
"All models are wrong, but some are useful."---George Box
Assistant Professor of FinanceArgyros School of Business & EconomicsChapman University
Phone:+1 (714) 516 5927
Address:307K Beckman Hall1 University DriveOrange, CA 92866
Welcome to my website!
I hold a PhD in Economics, with concentrations in Financial Economics, Industrial Organization, and Econometrics, from the University of Illinois at Urbana-Champaign. I am an Assistant Professor of Finance at the Argyros School of Business and Economics at Chapman University. My research interests include Market Microstructure, Security Markets Regulations, Empirical and Behavioral Asset Pricing, and Financial Econometrics. My teaching experience includes undergraduate- and graduate-level courses in Investments, Corporate Finance, and Business Statistics.
Best Paper Award in Market Microstructure, Semi-finalist, FMA 2016 annual meetings.
Data available to academics: Monthly trade-time liquidity measures for all NYSE- and AMEX-listed stocks in the 2001--2017 period are available exclusively for academic research. Please send your request for data access to firstname.lastname@example.org.
The Night and Day of Amihud's (2002) Liquidity Measure, with Dan Bernhardt, Thomas Ruchti and Marc Weidenmier, The Review of Asset Pricing Studies 11(2), 269-308.
Solicited by The Review of Asset Pricing Studies.
Download data here.
R&R, Journal of Financial and Quantitative Analysis.
R&R - 2nd round, The Review of Asset Pricing Studies.
R&R - 3rd round, Management Science.
Work in Progress
Autoregressive Conditional Durations in High-Frequency Trading Markets, with Jiaying Gu.
Intermarket Sweep Orders: Informed or Liquidity Trades?, with Dan Bernhardt.