Shimon Kogan

Shimon Kogan
  • Visiting Associate Professor

Contact Information

  • office Address:

    SH-DH 2454
    Suite 2300
    Wharton Finance Department

Research Interests: Behavioral Finance, Empirical Asset Pricing

Links: Personal Website

Research

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

« 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.

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

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

« 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.

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

« 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.

« 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.

Teaching

Past Courses

  • FNCE385 - ASP - Fin-Tech

    The course exposes students to this fast-growing and exciting intersection between finance (Fin) and technology (Tech) while emphasizing the role data and analytics play. The course is structured around three main FinTech areas: (i) Lending/Banking services, (ii) Clearing (iii) Trading. It provides specific coverage and examples of developments from(1) peer-to-peer lending, (2) blockchain and distributed ledgers, (3) networks and their use in trading, and (4) algo trading and its use of non-standard inputs. In each of these areas, we start by analyzing the marketplace, and the incumbents, and the business case and strategies of the incoming technology-based players, while understanding the role data and analytics play in driving the technology-based services. The course is built around a large number of examples and cases, guest lectures, student presentations, and group projects. Student are thus expected to work in teams and demonstrate a high level of independent learning and initiative.

  • FNCE885 - Fin-Tech

    The course exposes students to this fast-growing and exciting intersection between finance (Fin) and technology (Tech) while emphasizing the role data and analytics play. The course is structured around three main FinTech areas: (i) Lending/Banking services, (ii) Clearing (iii) Trading. It provides specific coverage and examples of developments from(1) peer-to-peer lending, (2) blockchain and distributed ledgers, (3) networks and their use in trading, and (4) algo trading and its use of non-standard inputs. In each of these areas, we start by analyzing the marketplace, and the incumbents, and the business case and strategies of the incoming technology-based players, while understanding the role data and analytics play in driving the technology-based services. The course is built arund a large number of examples and cases, guest lectures, student presentations, and group projects. Student are thus expected to work in teams and demonstrate a high level of independent learning and initiative.

Knowledge@Wharton

Making Sense of the War on Huawei

The arrest of Meng Wanzhou, CFO of Huawei, is only the beginning of what is clearly becoming the U.S. government’s war on the Chinese tech firm, writes Wharton dean Geoffrey Garrett in this opinion piece.

Knowledge @ Wharton - 2018/12/11
Can Dolce & Gabbana Recover from Its Mistakes in China?

Italian fashion house Dolce & Gabbana is trying to clean up a public relations mess in China that highlights the importance of cultural sensitivity in a global marketplace.

Knowledge @ Wharton - 2018/12/11
Is Waiting a Lost Art?

Today’s technologies enables instant communication. But is that really a good thing? A new book argues that good things come to those who wait.

Knowledge @ Wharton - 2018/12/11