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David Weinbaum

David Weinbaum

Professor of Finance
Harris Fellow

315-443-3476
Room: 620
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PhD, Leonard N. Stern School of Business, New York University (Finance)
MS, Lancaster University (Finance)
BA, Ecole Supérieure de Commerce de Paris (Economics and Finance)

Professor Weinbaum's research interests are in empirical asset pricing and derivatives. For example, one of his current projects investigates how informed option traders trade around news announcements and another analyses the pricing of jump and volatility risk in international stock markets. Weinbaum has published in several leading journals in finance, economics, and accounting, 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. In 2016, he received the Whitman faculty teaching award. He was previously on the faculty of the Johnson Graduate School of Management at Cornell University, where he won the Globe award for excellence in teaching. Weinbaum 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 how informed option traders trade around news announcements and another analyses the pricing of jump and volatility risk in international stock markets. Weinbaum has published in several leading journals in finance, economics, and accounting, 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

  • Google Scholar: 1265 citations. Scopus: 341 citations. SSRN: 15,453 downloads, author rank 1,982 by downloads (out of 421,100 authors). (2018)
  • I received multiple emails from SSRN informing me that that I am in the top 10% of Authors on SSRN by all-time downloads and in the top 10% of Authors on SSRN by total new downloads within the last 12 months. (2018)
  • My paper “Deviations from Put-Call Parity and Stock Return Predictability,” published in the April 2010 issue of the Journal of Financial and Quantitative Analysis, was featured in a citation study as the second-highest cited JFQA paper over a 5-year period. (2017)
  • The paper “Inferring Aggregate Market Expectations from the Cross-Section of Stock Prices,” with Turan Bali (Georgetown) and Craig Nichols (Syracuse), was listed on SSRN's Top Ten download list. (2017)
  • 2016 Whitman faculty teaching award - Whitman School of Management (2016)
  • Harris Fellow in Finance - Whitman (2014)
  • Whitman Curriculum Innovation Grant - Whitman (2012)
  • Whitman Curriculum Innovation Grant - Whitman (2011)
  • Johnson “Teaching Honor Roll” and “4.5 Club” recognition for excellence in teaching (2009)
  • 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)
  • Leonard N. Stern School of Business ‘Club 6’ teaching recognition (2001)
  • Whitman Curriculum Innovation Grant - Whitman School of Management (2001)