
Farshid Abdi
Assistant Professor Finance
Office: Isenberg Building 307D
Tel: 413.545.4039
Academic Background
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
Research Interests
- Empirical Asset Pricing
- Empirical Market Microstructure
- Liquidity
Teaching Interests
- Financial Risk Management
- Financial Modeling
Recent Honors & Awards
University of St. Gallen FT50 Publication Success Fee, 2017
AFA Travel Grant, 2017
EPFL Excellence Scholarship, 2010
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