Robert Cox Merton is an American economist, Nobel Memorial Prize in Economic Sciences laureate, and professor at the MIT Sloan School of Management, known for his pioneering contributions to continuous-time finance, especially the first continuous-time option pricing model, the Black–Scholes–Merton model. In 1997 Merton together with Myron Scholes were awarded the Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel for the method to determine the value of derivatives.
Eugene Francis "Gene" Fama is an American economist, best known for his empirical work on portfolio theory, asset pricing, and the efficient-market hypothesis.
Kenneth Ronald "Ken" French is the Roth Family Distinguished Professor of Finance at the Tuck School of Business, Dartmouth College. He has previously been a faculty member at MIT, the Yale School of Management, and the University of Chicago Booth School of Business.
Market sentiment, also known as investor attention, is the general prevailing attitude of investors as to anticipated price development in a market. This attitude is the accumulation of a variety of fundamental and technical factors, including price history, economic reports, seasonal factors, and national and world events. If investors expect upward price movement in the stock market, the sentiment is said to be bullish. On the contrary, if the market sentiment is bearish, most investors expect downward price movement. Market participants who maintain a static sentiment, regardless of market conditions, are described as permabulls and permabears respectively. Market sentiment is usually considered as a contrarian indicator: what most people expect is a good thing to bet against. Market sentiment is used because it is believed to be a good predictor of market moves, especially when it is more extreme. Very bearish sentiment is usually followed by the market going up more than normal, and vice versa. A bull market refers to a sustained period of either realized or expected price rises, whereas a bear market is used to describe when an index or stock has fallen 20% or more from a recent high for a sustained length of time.
Michael Cole Jensen was an American economist who worked in the field of financial economics. From 1967-1988, he was on the University of Rochester's faculty. Between 2000 and 2009 he worked for the Monitor Company Group, a strategy-consulting firm which became "Monitor Deloitte" in 2013. Until 2000, he held the position of Jesse Isidor Straus Professor of Business Administration at Harvard University.
Robert (Bob) Arthur Haugen was a financial economist and a pioneer in the field of quantitative investing and low-volatility investing. He was President of Haugen Custom Financial Systems and also consulted and spoke globally.
In finance, volatility is the degree of variation of a trading price series over time, usually measured by the standard deviation of logarithmic returns.
David Hirshleifer is an American economist who is currently the David G. Kirby Professor of Behavior Economics at the University of Southern California Marshall School of Business. From 2006-2021 he was a Distinguished Professor of Finance and Economics at the University of California, Irvine, where he also held the Merage Chair in Business Growth. From 2018 to 2019, he served as President of the American Finance Association, and is an associate at the NBER. Previously, he was a professor at UCLA, the University of Michigan, and Ohio State University. His research is mostly related to behavioral finance and informational cascades. In 2007, he was listed as one of the 100 most-cited economists in the world by Web of Science. On Google Scholar, he has more than 60,000 citations.
Alexander Ljungqvist is a Swedish economist, educator, scholar, writer, and speaker. He is a professor of finance at the Stockholm School of Economics, where he is the inaugural holder of the Stefan Persson Family Chair in Entrepreneurial Finance. His areas of expertise include corporate finance, investment banking, initial public offerings, entrepreneurial finance, private equity, venture capital, corporate governance, and asset pricing. Professor Ljungqvist teaches Master's, MBA, and executive courses in private equity and venture capital and a PhD course in corporate finance.
John Howland Cochrane is an American economist who has served as the Rose-Marie and Jack Anderson Senior Fellow at the Hoover Institution since 2015. A specialist in financial economics and macroeconomics, he has been a professor of finance and economics by courtesy at the Stanford Graduate School of Business since 2016. From 1994 to 2015, he served as the AQR Capital Management Distinguished Service Professor of Finance at the University of Chicago Booth School of Business.
Campbell Russell "Cam" Harvey is a Canadian economist, known for his work on asset allocation with changing risk and risk premiums and the problem of separating luck from skill in investment management. He is currently the J. Paul Sticht Professor of International Business at Duke University's Fuqua School of Business in Durham, North Carolina, as well as a research associate with the National Bureau of Economic Research in Cambridge, Massachusetts. He is also a research associate with the Institute of International Integration Studies at Trinity College Dublin and a visiting researcher at the University of Oxford. He served as the 2016 president of the American Finance Association.
Bruno Solnik is a professor of finance at Hong Kong University of Science and Technology in Hong Kong. He was academic director of the HKUST-NYU Master in Global Finance. He is also distinguished emeritus professor of finance at HEC Paris.
Stephen John Taylor is an emeritus professor of Finance at Lancaster University Management School, an authority on stochastic volatility models and option prices, a researcher in the areas of financial econometrics and mathematical finance, and an author who has published academic books and influential learned papers in Mathematical Finance, the Journal of Financial and Quantitative Analysis, the Journal of Econometrics and several other academic journals
Lubos Pastor is a Slovakian-American financial economist, currently the Charles P. McQuaid Professor of Finance and Robert King Steel Faculty Fellow at Booth School of Business, University of Chicago. He earned his Ph.D. in finance from the Wharton School at the University of Pennsylvania.
Antonio Mele is an Italian economist.
Larry G. Epstein is a Canadian economist who is currently Professor of Economics at McGill University. He is a Fellow of the Canadian Economics Association and Econometric Society. He was also Fellow of the Royal Society of Canada before moving to the United States.
Mariassunta Giannetti is an economist and a professor of finance at the Stockholm School of Economics. She won the Assar Lindbeck Medal in 2013.
Alex Edmans is a British academic and economist who is professor of finance at London Business School and Mercers' School Memorial Emeritus Professor of Business at Gresham College. He serves on the World Economic Forum Global Future Council on the Future of Responsible Investing and as a non-executive director of the Investor Forum. He is a Fellow of the British Academy, the Academy of Social Sciences and the Financial Management Association, Director of the American Finance Association, and Vice President of the Western Finance Association.
Richard T. Baillie is a British–American economist and statistician who is currently the A J Pasant Professor of Economics at the Michigan State University. He is also part time professor at King's College, London, and Senior Scientific Officer for the Rimini Center for Economic Analysis in Italy, and also on the Executive Council of the Society for Nonlinear Dynamics in Econometrics (SNDE).
Anup Agrawal is a professor of Finance and Powell Chair of Finance at the University of Alabama. He is known for his research in Corporate Finance and Investments, including Corporate Governance, Mergers and Acquisitions, Executive Compensation, Corporate Innovation, Corporate Fraud, Insider Trading, Security Analysts, and Market Efficiency.
