About me

My name is Jeffrey Stark and I am an Associate Professor of Finance at Middle Tennessee State University in Murfreesboro, TN. In 2008 I earned my B.S. from Canisius College in Buffalo, NY, in 2010 I earned by MBA from SUNY Binghamton in Binghamton, NY, and in 2014 I earned by Ph.D. in Finance from Southern Illinois University Carbondale in Carbondale, IL. I currently reside in Murfreesboro, TN with my wife.

My research interests include the use of natural language processing techniques to better understand how information flows into the markets as well as asset pricing and mutual fund performance with a specific focus on the spread of financial information, how mutual funds make investment decisions, and the role of exchange-traded products. 

I also serve as the Director of Finance Graduate Programs where I oversee the MS in Finance and am the Associate Director and a Faculty Fellow with the MTSU Data Science Institute working on public health initiatives.

Publications:

(13) Bhagwat, V., Shirley, S. E., Stark, J. R. (forthcoming), "Task-oriented speech and information processing" Journal of Banking and Finance. 


(12) Genc, E., Shirley, S. E., Stark, J. R., and Tran, H. (2023), "Finding information in obvious places: Work connections and mutual fund investment ideas" Journal of Financial Markets 63, 1-20.


(11) Bhagwat, V., Shirley, S. E., and Stark, J. R. (2023), "Gender, learning, and earnings estimate accuracy" Journal of Financial Markets 62, 1-26.


(10) Rakowski, D., Shirley, S. E., and Stark, J. R. (2021), "Twitter activity, investor attention, and the diffusion of information" Financial Management 50, 3-46.

- Lead Article

- Invited Presentation: 2021 FMA European Conference

- Editor Choice: Best Paper Financial Management Spring 2021


(9) Sherrill, D. E., Shirley, S. E., and Stark, J. R. (2021), "The use of ETFs in internationally-focused mutual funds" Quarterly Journal of Finance 11, 1-35.


(8) Sherrill, D. E., Shirley, S. E., and Stark, J. R. (2020), "ETF use among actively managed mutual funds" Journal of Financial Markets 51, 1-15.


(7) Marlo, T., and Stark, J. R. (2019), "Capture Ratios: Seizing market gains, avoiding losses, and attracting Investors' funds" Journal of Investing  29, 80-94.


(6) Stark, J. R. (2019), "Decomposing mutual fund alpha into security selection and security weighting" Journal of Empirical Finance 52, 76-91. 


(5) Sherrill, D. E., and Stark, J. R. (2018), "ETF liquidation determinants" Journal of Empirical Finance 48, 357-373.


(4) Sherrill, D. E., Shirley, S. E., and Stark, J. R. (2017), "Actively managed mutual funds holding passive investments: What do ETF positions tell us about mutual fund ability?" Journal of Banking and Finance 76, 46-64.


(3) Rakowski, D., Shirley, S. E., and Stark, J. R. (2017), "Tail-risk hedging, dividend chasing, and investment constrains: The use of exchange traded notes by mutual funds" Journal of Empirical Finance 44, 91-107.


(2) Shirley, S. E., and Stark, J. R. (2016), "Why do fund families release underperforming incubated mutual funds?" Financial Management 45, 507-528.

    - Lead Article


(1) Sherrill, D. E., Shirley, S. E., and Stark, J. R. (2016), "ETFs within a mutual fund's portfolio" Journal of Index Investing 7, 6-15.

    - Lead Article