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Umit G. Gurun Assistant Professor
Contact Information Email: umit.gurun [at] utdallas [dot] edu
Education Ph.D., Finance, Michigan State University, 2000-2004 MBA, Koc University, Turkey, 1997-1999 B.S., in Industrial Engineering, Bilkent University, Turkey, 1993-1997
Areas of Research Interest Anomalies and market frictions, Network Impacts, Trading volume, Bond markets, Interbank borrowing and Financial Analysts
Academic Work Experience Assistant Professor, University of Texas at Dallas, 2004– Present Research Assistant, Michigan State University, 2000-2004
RESEARCH
Most of my research papers that I am circulating are downloadable at my SSRN page
Published/Forthcoming Papers “Volatility clustering and the bid-ask spread: Exchange rate behavior in early Renaissance Florence ” , SSRN Link Journal Link Journal of Empirical Finance 15 (2008) 131–144 Coauthor(s): GeOFFREy BOOTH (MICHIGAN STATE)
“Earnings Smoothing, Momentum Profits, and Investor Sophistication: Evidence from International Markets” Contributions to Accounting and Finance (2008) (Book chapter) Coauthor(s): GeOFFREy BOOTH (MICHIGAN STATE)
Under Review / Working Papers “Aggregate Market Reaction to Earnings Announcements” Working paper (2007), SSRN Link Coauthor(s): WILLAM CREADY (UT DALLAS) Presented at 2006 Annual Financial Economics and Accounting Conference and 2007 Financial Accounting Reporting Section Meeting
“Global Financial Networks and Bond Trading in Emerging Market” Working paper (2007), SSRN Link Coauthor(s): GEOFFREY BOOTH (MICHIGAN STATE) and HAROLD ZHANG (Ut DALLAS) Presented at UT Dallas, Istanbul Stock Exchange, Hong Kong University, 2007 EFMA Meetings, and 2008 China International Conference in Finance
“The Informational Effects of Sell-Side Debt Research on Debt and Equity Markets” Working paper (2008), SSRN Link Coauthor(s): RICK JOHNSTON (OHIO STATE) and STANIMIR MARKOV (Ut DALLAS) Presented at UT Dallas, Ohio State
“Connected Companies’ Compensation” Working paper (2008), SSRN Link Coauthor(s): ALEXANDER BUTLER (UT DALLAS) Presented at UT Dallas, 2008 Institute for Excellence in Corporate Governance Conference
“Anticipatory and Implementation Effects of FIN46 on Behavior of Different Market Participants” Working paper (2008), SSRN Link Coauthor(s): ALINA LERMAN (NYU) and JOSHUA RONEN (NYU)
“Market Return and Aggregate Earnings News” Working paper (2008), SSRN Link Coauthor(s): WILLAM CREADY (UT DALLAS) Presented at 2008 American Accounting Association meeting
“Investor Sentiment and Accruals Anomaly” Working paper (2007) Coauthor(s): ASHIQ ALI (UT DALLAS) Presented at 2006 American Accounting Association meeting and 2006 Lone Star Finance Conference
COAUTHORS Ashiq Ali (UT Dallas) Alex Butler (UT Dallas) William Cready (UT Dallas) Geoffrey Booth (Michigan State) Rick Johnston (Ohio State) Alina Lerman (NYU) Stanimir Markov (UT Dallas) Joshua Ronen (NYU) Harold Zhang (UT Dallas)
SERVICE Referee for Review of Accounting Studies; International Journal of Accounting; Journal of Financial Econometrics; Journal of Futures Market; Applied Financial Economics; Journal of International Financial Markets Institutions & Money; Journal of Empirical Finance TEACHING
I will teach Financial Statement Analysis (AIM 6344) in Fall 2008. Syllabus is here.
Page last updated on August, 2008. |