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) market-place lending, (2) blockchain and distributed ledgers, (3) quantitative trading and its use of non-standard inputs. In each of these areas, we start by analyzing the marketplace, the incumbents, and then proceed to alalyze the impact of the most relevant technologies have on the business. The course is built around data/code examples, cases, guest lectures, and group projects. Student are thus expected to work in teams and demonstrate a high level of independent learning and initiative.

  • FNCE885 - 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) market-place lending, (2) blockchain and distributed ledgers, (3) quantitative trading and its use of non-standard inputs. In each of these areas, we start by analyzing the marketplace, the incumbents, and then proceed to alalyze the impact of the most relevant technologies have on the business. The course is built around data/code examples, cases, guest lectures, and group projects. Student are thus expected to work in teams and demonstrate a high level of independent learning and initiative.

Knowledge@Wharton

What Really Helps Employees to Improve (It’s not Criticism)

Author Marcus Buckingham defied much of HR’s accepted wisdom in his keynote at the recent Wharton People Analytics Conference.

Knowledge @ Wharton - 2019/05/16
Late Bloomers: Why Good Things Come to Those Who Wait

Journalist and self-described late bloomer Rich Karlgaard rejects societal pressure to achieve success at an early age, saying there’s plenty of scientific evidence that many people find their talents later in life.

Knowledge @ Wharton - 2019/05/16
Empowering the Developing World, One Bicycle at a Time

World Bicycle Relief, a nonprofit organization that builds and distributes bicycles in rural areas of the developing world, is the 2019 winner of the Lipman Prize.

Knowledge @ Wharton - 2019/05/16