My research interests are in empirical corporate finance--product market competition, security issuance, corporate disclosures, financial regulation, and corporate innovation.
ACCT 6290 - Textual Analysis in Business
Primary Instructor
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Spring 2022 / Spring 2023 / Spring 2024
This course will discuss basic ideas around natural language processing (NLP) in research in different "dismal science" disciplines, from Economics to Psychology and Political Science, with a bent/focus on financial markets and accounting statements. The course is meant for graduate students as an introductory course on textual analysis, with an emphasis on methods and applications in Finance and Accounting. The language of choice for the course will be R. The course will be multilingual in that both the faculty and students can use other languages than R (python/perl/C).Recommended restriction: restricted to ACCT-MS and ACTX-MS students. Same as MSBX 6290.
FNCE 4040 - Derivative Securities
Primary Instructor
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Spring 2018 / Spring 2019 / Fall 2019 / Fall 2020 / Spring 2022 / Spring 2023 / Spring 2024
Develops the modern theory of contingent claims in a mathematical framework oriented toward applications. Examines how to use derivatives for risk management and to tailor portfolio payoffs. Provides an in-depth analysis of the properties of options.
MSBX 6290 - Textual Analysis in Business
Primary Instructor
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Spring 2022 / Spring 2023 / Spring 2024
This course will discuss basic ideas around natural language processing (NLP) in research in different "dismal science" disciplines, from Economics to Psychology and Political Science, with a bent/focus on financial markets and accounting statements. The course is meant for graduate students as an introductory course on textual analysis, with an emphasis on methods and applications in Finance and Accounting. The language of choice for the course will be R. The course will be multilingual in that both the faculty and students can use other languages than R (python/perl/C). Recommended prerequisite: MBAC 6060 (minimum grade D-). Same as ACCT 6290.
