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Dr. Shimon Kogan
I hold academic positions at IDC Herzliya and the Wharton School. I previously held appointments at MIT Sloan, 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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