Benjamin Golez. 256 Mendoza College of Business Notre Dame, Indiana Phone: +1 (574)

Transcription

1 Benjamin Golez 256 Mendoza College of Business Notre Dame, Indiana Phone: +1 (574) Appointments University of Notre Dame, Mendoza College of Business Assistant Professor of Finance July 2011 present Zych Family Fellow in the Notre Dame Institute for Global Investing Education Universitat Pompeu Fabra Ph.D. in Finance, May 2011, summa cum laude Universitat Pompeu Fabra MSc with Honors (Finance), June 2006 University of Ljubljana BSc with Honors (Economics), March 2005 Visits University of Zurich, IBF, Visiting Assistant Professor, January March 2016 Bocconi University, Visiting PhD student, May June 2010 London School of Economics, Financial Markets Group, Visiting PhD student, October 2007 June 2008 Research interests Asset pricing, derivatives, delegated portfolio management, agency problems

2 Publications Price support by bank-affiliated mutual funds (with Jose M. Marin), Journal of Financial Economics (2015) 115: Expected returns and dividend growth rates implied by derivative markets, Review of Financial Studies (2014) 27: Pinning in the S&P 500 futures (with Jens Carsten Jackwerth), Journal of Financial Economics (2012) 106: Working papers Four centuries of return predictability, with Peter Koudijs 2014 SITE Conference, 2015 Rodney White Wharton Conference, 2015 Western Finance Association Conference, 2015 NBER Summer Institute, Asset Pricing, 2015 BYU Red Rock Conference, 2016 American Economic Association, 2016 European Winter Finance Conference Financial market misconduct and public enforcement: The case of Libor manipulation, with Priyank Gandhi, Jens Carsten Jackwerth, and Alberto Plazzi 2014 CFA Institute: Financial Market Misconduct, 2014 European Finance Association, 2015 SFS Cavalcade Funding illiquidity implied by S&P 500 derivatives, with Jens Carsten Jackwerth, and Anna Slavutskaya 2015 CEPR Asset Pricing Meeting, 2016 Western Finance Association Conference, 2016 IFSID (scheduled) When fund flows take the fun (alpha) away, with Sophie Shive 2015 CEPR Asset Pricing Meeting, 2015 Wabash River Conference Seminars and conference presentations 2016 Seminars: University of Konstanz, USI Lugano, Nova School of Business and Economics, Bocconi University, University of Zurich, Georgetown University, Chinese University of Hong Kong, City University of Hong Kong, University of Hong Kong Conferences: American Economic Association Conference (presented by co-author), European Winter Finance Conference, Western Finance Association Conference, IFSID (scheduled) Discussions: ITAM Finance Conference, European Finance Association (scheduled)

3 2015 Seminars: European Central Bank, University of Notre Dame Conferences: Rodney White Wharton Conference, SFS Cavalcade (presented by coauthor), Western Finance Association Conference, NBER Summer Institute, Asset Pricing (presented by co-author), CEPR Asset Pricing Meeting (presented by co-author), Wabash River Conference, BYU Red Rock Conference (presented by co-author) Discussion: IFSID Conference 2014 Seminars: University of Notre Dame, Aalto University, University of Konstanz, Bank of Slovenia, University of California San Diego Conferences: CFA Institute: Financial Market Misconduct, Stanford Institute for Theoretical Economics (presented by co-author), European Finance Association (presented by co-author) 2013 Seminars: University of Notre Dame, Universidad Carlos III de Madrid Conferences: State of Indiana Finance Symposium 2012 Seminars: Bank of Slovenia Conferences: American Finance Association Discussion: UNC s Roundtable for Junior Faculty in Finance 2011 Seminars: Stockholm School of Economics, Università Bocconi, Carlos III University of Madrid, CNMV, Erasmus Research Institute of Management, FED Board, University of Notre Dame, Oslo BI, New Economic School, Einaudi Institute for Economics and Finance Conferences: CEPR Asset Pricing Meeting 2010 Seminars: Universitat Pompeu Fabra, Università Bocconi, Swiss Banking Institute Conferences: Eastern Finance Association, SAEe 2009 Seminars: Universitat Pompeu Fabra Conferences: Campus for Finance, European Doctoral Program Jamboree, 12th Conference of the Swiss Society for Financial Market Research, European Finance Association Doctoral Tutorial Discussion: 12th Conference of the Swiss Society for Financial Market Research 2008 Seminars: Universitat Pompeu Fabra, London School of Economics, London Business School Teaching Fall 2015 Fall 2014 Fall 2013 Spring 2013 Investments (MBA/MSC), Instructor, University of Notre Dame Investments (MBA/MSC), Instructor, University of Notre Dame

4 Spring 2012 Fall 2010 Fall 2009 Fall 2008 Fall 2006 Fall 2004 Derivatives and Risk Management (graduate), Teaching Assistant, Universitat Pompeu Fabra Principles of Accounting (undergraduate), Teaching Assistant, University of Ljubljana Other academic activities Refereeing: Journal of Finance, Review of Financial Studies, Journal of Empirical Finance, Journal of Banking and Finance, Journal of Financial Markets, Economics Letters, European Journal of Finance, Finance Research Letters, Bank of Slovenia Bulletin Program Committees: European Finance Association (2014, 2015, 2016), Midwest Finance Association (2016) Media coverage Murallas Chinas en Espana, Nada es Gratis, November 3, An Apple Conspiracy? Theories on That $500 Close, BloombergBusinessweek, January 22, Conflicts of interest under the UCITS IV directive, CFA Institute, September/October Bank-owned funds used as props, Financial Times, October 31, Honors and awards Zych Family Fellow ($10,000 data grant) Spanish Ministry of Education and Innovation Fellowship for Graduate Studies 2009 Chicago Quantitative Alliance Prize for best EFA/EIASM Doctoral Tutorial Paper 2009 NASDAQ OMX Prize for best EFA/EIASM Doctoral Tutorial Paper Bank of Slovenia Scholarship 2006 Universitat Pompeu Fabra Teaching Assistant Fellowship 2005 Nova Ljubljanska Banka Scholarship

5 Personal information Citizenship: Slovenian (US permanent resident) Born: April 1981 Last updated: July 2016