Alumni

Sampling of Dissertation Topics and Job Placements from Finance Department PhD alumni:

Peter Antunovich: "The Role of Financial Slack Under Asymmetric Information: Theory and Evidence," 1997; Federal Reserve Bank of New York.

Luca Benzoni: "Essays in Empirical Finance," 2001; University of Minnesota.

Zhi Da: “Three Essays on Asset Pricing,” 2006; University of Notre Dame.

Vadim di Pietro: "Systematic Variance Risk and Firm Characteristics in the Equity Options Market," 2007: JPMorgan, London.

Dobrislav Dobrev: “High Frequency Returns and Volatility in Financial Markets: Generalized Range Theory and Conditional Moment Tests of No-Arbitrage Semi-Martingale Restrictions," 2007; Board of Governors of the Federal Reserve System, Washington, D.C.

Michael Faulkender: "Essays in Empirical Corporate Finance," 2002; Washington University, St. Louis.

Pengjie Paul Gao: "Herding, Information Aggregation and Momentum Effects," 2007; University of Notre Dame.

Yan Gao: "Essays on Initial Public Offerings (IPOs)," 2002; Baruch College, The City University of New York.

Xiaoqing Hu: "Essays on Portfolio Choices for Homeowners," 2002; University of Illinois, Chicago.

Kenneth Kavajecz: "Specialist"s Quoted Depth and the Limit Order Book," 1997; Wharton School, University of Pennsylvania.

Grace Koo: "Mutual Fund Flows and Liquidity," 2007; JPMorgan, London.

Ilan Kremer: "Competition in Financial Markets," 2000; Stanford University.

Yaron Leitner: "Optimal Financial Arrangements With Lack of Commitment: Fragile Networks, Collateralized Trade and a Theory of an Exchange," 2001; Federal Reserve Bank, Philadelphia.

Danny Meidan: “Essays in Finance,” 2006; Barclays Global Investors, San Francisco.

George Nishiotis: "Essays on International Finance," 1999; Tulane University.

Elizabeth Odders-White: "Essays in Market Microstructure," 1997; University of Wisconsin, Madison.

Ioan Florian Olaru: 2007; Cornerstone Research, New York.

Valery Polkovnichenko: "Essays in Financial Economics," 2000; University of Minnesota.

Ronnie Sadka: "Stock Momentum and Asset Liquidity," 2003; University of Washington.

Stephen Sapp: "Essays on the Workings of the Foreign Exchange Market," 1999; University of Western Ontario.

Caroline Sasseville: "Prices of Storable Commodities with Irreversible Investment and Liquidity Constraints," 2007; Barclays Global Investors, San Francisco.

Anna Shcherbina: "Differences of Opinion and Asset Returns," 2002; Harvard University.

Georgios Skoulakis: “Essays in Asset Pricing and Financial Econometrics,” 2006; University of Maryland.

Arne Staal: “Essays in Empirical Finance,” 2006; Lehman Brothers, New York.

Weina Zhang: "Essays on Credit Ratings, Credit Risk and Modeling," 2007; National University of Singapore.

A complete listing of the job placements of Kellogg School students since 1997 is available the Doctoral Program Web site.