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The University of Massachusetts Amherst

Farshid Abdi

Assistant Professor



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

Teaching Interests

  • 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