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Paul Asquith, Co-Director, Finance Research Center; NTU Professor of Management. Corporate finance, mergers, dividend policy, financial distress, and market efficiency.
Jennifer Babcock, Assistant Professor of Accounting. International impact of tax laws and strategies for structuring investments and financing in countries with tax imputation systems.
John C. Cox, Nomura Professor of Finance. Underlying forces affecting financial markets, the term structure of interest rates, and the foundations of option valuation.
Donald P. Cram, Assistant Professor of Accounting. Statistical methods for analyzing management accounting data.
Elizabeth A. Eccher, Assistant Professor of Accounting. Management's discretion with mandatory accounting disclosures, fair market values for financial instruments, development costs in computer software, and changes in useful lives for depreciable assets.
Denis Gromb, Assistant Professor of Finance. Structure of corporate ownership, takeovers, the design of debt claims, and the dynamics of relationships between banks and firms.
Donald R. Lessard, Epoch Foundation Professor of International Management. International aspects of corporate finance, financing for developing countries and competitive strategy for firms and countries.
Andrew W. Lo, Harris & Harris Group Professor. Empirical validation and implementation of financial asset pricing models, financial engineering and risk management, and applications of neural networks and other nonparametric techniques to the pricing and hedging of derivative securities.
Michael B. Mikhail, Assistant Professor of Accounting. Tax planning and earnings management, financial analysts' forecasting performance, and changes in required financial disclosures.
Stewart C. Myers, Gordon Y Billiard Professor of Finance. Theory and practice of corporate finance. His book Principles of Corporate Finance, written with R. A. Brealey, is the classic textbook in corporate finance.
Scott E. Pardee, Executive Director, Finance Research Center; Senior Lecturer. Top management's approaches to controlling risks in today's global stock, bond, and foreign exchange markets.
George Plesko, Assistant Professor of Accounting. The effects of federal tax policy on firms' choice of entity, financing, and accounting measures of income.
Jowell S. Sabino, Assistant Professor of Accounting. Financial analysts as information intermediaries, the dual role of accounting accruals in conveying and distorting information, and computer simulation and statistical methods in accounting contexts.
David Scharfstein, Dai-Ichi Kangyo Bank Professor of Management. Theoretical and empirical corporate finance, including the effect of capital market imperfections on product market competition, corporate finance in Japan, and capital allocation in corporations.
Michael D. Siegel, Co-Director, Finance Research Center; Principal Research Scientist. Use of information technology in risk management and global financial systems, information integration, internet applications, and Value-at-Risk analysis.
Jeremy C. Stein, J.C. Penney Professor of Management. Design of risk management strategies for financial and non-financial corporations, the ways internal capital markets allocate resources within companies, and corporate investing and financing policies.
Dimitri Vayanos, Assistant Professor of Finance. The microstructure of financial markets and the effects of liquidity on the pricing of financial assets.
Jiang Wang, Associate Professor of Finance. The pricing of stocks and other financial assets, especially when investors have different information about true asset values.
Roy E. Welsch, Professor of Statistics and Management Science. Statistical analysis of foreign exchange data to improve forecasting variability across currencies, and evaluation of bank loan portfolios.
Gregory A. Willard, Assistant Professor of Finance. Asset pricing in markets where agents have different opinions and information about the future and methods of pricing derivative securities.
Finance Research
Center
Massachusetts Institute of Technology
Sloan School of Management
38 Memorial Drive, E56-390
Cambridge, MA 02139-4307
Tel: 617-258-0586
Fax: 617-253-3033
E-mail: frc-www@mit.edu
Massachusetts Institute of
Technology