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peoplefarshid abdi

Farshid Abdi

Assistant Professor Finance
Office: Isenberg Building 307D
Tel: 413.545.4039
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Academic Background

Education
PhD in Finance, University of St. Gallen, Switzerland, 2018
Visiting Scholar, Stern School of Business, New York University
MSc in Financial Engineering, Swiss Finance Institute at EPFL, 2012
BSc in Industrial Engineering, Sharif University, 2010

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

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University of Massachusetts Amherst
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