Dr. Shimon Kogan

I am a visiting finance faculty at MIT Sloan School of Management and a permanent faculty at IDC Herzliya. I previously held appointments at the Wharton School of Business, McCombs School of Business at the University of Texas at Austin, and the Tepper School of Business at Carnegie Mellon University.

My research focuses on behavioral finance with application to asset pricing. Broadly speaking, I am interested in understanding how information is processed by investors and how this process may affect market outcomes. My approach is interdisciplinary, integrating tools and insights from both psychology and computer science.

Information, Trading and Volatility: Evidence from Firm-Specific News

May 2018

My joint paper with Jacob Boudoukh, Ronen Feldman and Matthew Richardson was accepted for publication at the Review of Financial Studies.

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© 2017 by Dr. Shimon Kogan

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