עברית

Prof. Kogan Shimon

Arison School of Business Ph.D., UC Berkeley

Head of Finance Program

Research and Teaching Expertise

Options and Derivative Financial Tools
Economics
Finance
New Media
Securities
Capital Markets
Behavioral Finance
Econometrics
Option Markets
Effects of Financial Reporting on Capital Markets
Data Science

Dr. Shimon Kogan is an Associate Professor (with tenure) of Finance at Arison School of Business at the Reichman University. Dr. Kogan holds an MBA and a Ph.D. in Finance from Haas School of Business at the University of California at Berkeley, California, and a BA from Tel Aviv University.

He is currently an Adjunct Associate Professor at the Wharton School of Business. Perviously, he was on the faculty at MIT Sloan School of management, Carnegie Mellon University, and the University of Texas at Austin. He also server on advisory boards of a number of fintech startups. He previously held a number of investment management positions and consulted hedge funds.

His research focuses on behavioral finance with application to asset pricing. He is interested in understanding how information is processed in markets and his approach is interdisciplinary, integrating tools and insights from both psychology and computer science. Dr. Kogan's research appeared in some of the profession's top journals such as the Review of Financial Studies, Journal of Finance, and the American Economic Review.
« Are Cryptos Different? Evidence from Retail Trading », with Igor Makarov, Marina Niessner, and Antoinette Schoar. Journal of Financial Economics, forthcoming.

« Social Media and Financial News Manipulation » with Toby Moskowitz and Marina Niessner. Review of Finance, Oct 2022.

« Information, Trading, and Volatility: Evidence from Firm-Specific News», with Jacob Boudoukh, Ronen Feldman, and Matthew Richardson, AQR Research Excellence Award Finalist. The Review of Financial Studies, Volume 32, Issue 3, 1 2019, Pages 992–1033

« Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry », with Vincent Glode, Burton Hollifield, and Marcin Kacperczyk, Behavioral Finance: Where do Investors Bi- ases Come From?, Itzhak Venezia [ed.], World Scientific Publishing Co., 2016, pp. 67-113.

« Business Microloans for U.S. Subprime Borrowers », with Cesare Fracassi, Mark J. Garmaise, and Gabriel Natividad, Journal of Financial and Quantitative Analysis, 2016, 51 (1), pp. 55-83.

« Trading Complex Assets », with Bruce Carlin and Richard Lowery, Journal of Finance, 2013, 68(5), 1937-1960.

« Investor Inattention and the Market Impact of Summary Statistics », with Thomas Gilbert, Lars Lochstoer, and Ataman Ozyildirim, Management Science, Special Issue on Behavioral Eco- nomics and Finance, 2012, 58(2), pp. 336-350.

« Coordination in the Presence of Asset Markets », with Anthony Kwasnica and Roberto Weber,
American Economic Review, 2011, 101(2) , pp. 927-947.

« Securities Auctions under Moral Hazard: Theory and Experiments », with John Morgan, Re- view of Finance, 2010, 14 (3), pp. 477-520.

« Predicting Risk from Financial Reports with Regression », with Dimitry Levin, Bryan Rout- ledge, Jacob Sagi, and Noah Smith, Proceedings of the North American Association for Compu- tational Linguistics Human Language Technologies Conference, Boulder, CO, May/June 2009.

« Distinguishing the Effect of Overconfidence from Rational Best-Response on Information Ag- gregation », Review of Financial Studies, 2009, 22(5), pp. 1889-1914.