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David Weinbaum

Associate Professor of Finance
Harris Fellow

315-443-3476
Room: 620
dweinbau@syr.edu

Ph D, Leonard N. Stern School of Business, New York University (Finance)

Professor Weinbaum's research interests are in empirical asset pricing and derivatives. For example, one of his current projects investigates option trading activity around news announcements and another analyses the pricing of jump and volatility risk in the cross-section of stock returns. Weinbaum has published in several leading journals in finance and economics and his research has been cited in major news outlets including the Financial Times, U.S. News and World Report, and the Wall Street Journal. He teaches investments at the undergraduate level and has taught managerial finance and valuation in the online MBA program. He was previously on the faculty of the Johnson Graduate School of Management at Cornell University and worked as a swap trader at BNP Paribas before earning his PhD at NYU Stern.

Research Topics

  • Investments
  • Drivatives
  • Asset pricing
  • Mutual funds

Professor Weinbaum's research interests are in empirical asset pricing and derivatives. For example, one of his current projects investigates option trading activity around news announcements and another analyses the pricing of jump and volatility risk in the cross-section of stock returns. Weinbaum has published in several leading journals in finance and economics and his research has been cited in major news outlets including the Financial Times, U.S. News and World Report, and the Wall Street Journal.

Selected Publications

Awards and Honors

  • 2016 Whitman faculty teaching award - Whitman School of Management (2016)
  • Harris Fellow in Finance - Whitman (2014)
  • Crowell memorial award - PanAgora Asset Management (2008)
  • Wheeler award for quantitative and behavioral research in finance - Numeric Investors (2008)
  • Johnson Globe award for excellence in teaching (2007)
  • American association of individual investors award for best paper in investments - Financial Management Association (2001)