Farshid Abdi
Assistant Professor
Finance
Education
PhD in Finance, University of St. Gallen, Switzerland
Visiting Scholar, Stern School of Business, New York University
MSc in Financial Engineering, Swiss Finance Institute at EPFL
BSc in Industrial Engineering, Sharif University
Academic Appointments
Assistant Professor of Finance, University of Massachusetts Amherst, 2019-Present
Recent Honors / Awards
University of St. Gallen FT50 Publication Success Fee, 2017
AFA Travel Grant, 2017
EPFL Excellence Scholarship, 2010
Research Interests
Empirical Asset Pricing
Empirical Market Microstructure
Liquidity
Teaching Interests
General
- Market Structure and Securities Trading
- Financial Risk Management
- Financial Modeling
Selected Publications
Abdi, F., and A. Ranaldo, A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices, Review of Financial Studies, 30 (12), 2017, 4437–4480
