Author David Weinbaum

Professor Weinbaum is associate professor of finance whose research interests are in empirical asset pricing and derivatives. For example, one of his current projects investigates option trading activity around news announcements and another analyses the pricing of jump and volatility risk in the cross-section of stock returns. Weinbaum has published in several leading journals in finance and economics 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.