Umit G. Gurun
University of Texas at Dallas
I am an associate professor of accounting at University of Texas at Dallas. I also serve as an associate editor at Management Science. My current research areas include financial media and asset prices, advertising financial products, immigration networks in financial markets, and patent litigation. I received my Phd from Michigan State University. I was a visiting faculty at University of Texas at Austin (2010-2011) and Harvard University (2014).
Umit G. Gurun, Gregor Matvos, and Amit Seru, "Advertising Expensive Mortgages" DOWNLOAD PDF
Journal of Finance, forthcoming.
Umit G. Gurun and Alex Butler, "Don’t Believe the Hype: Local Media Slant, Local Advertising, and Firm Value" DOWNLOAD PDF INTERNET APPENDIX
Journal of Finance, 2012.
Zhi Da, Umit G. Gurun, and Mitch Warachka, "Frog in the Pan: Continuous Information and Momentum" DOWNLOAD PDF
Review of Financial Studies, 2014.
Alex Butler and Umit G. Gurun, "Educational Networks, Mutual Fund Voting Patterns, and CEO Compensation" DOWNLOAD PDF
Review of Financial Studies, 2012.
Willam M. Cready, and Umit G. Gurun, "Aggregate Market Reaction to Earnings Announcements" DOWNLOAD PDF
Journal of Accounting Research, 2010.
Umit G. Gurun, Rick Johnston, and Stan Markov, "Sell Side Debt Analysts and Market Efficiency" DOWNLOAD PDF
Management Science, forthcoming.
Alex Butler, Jess Cornaggia, and Umit G. Gurun, "Substitution between Sources of Finance in Consumer Capital Markets" DOWNLOAD PDF
Management Science, forthcoming.
Geoffrey Booth and Umit G. Gurun, and Harold Zhang, "Financial Networks and Trading in Emerging Bond Markets" DOWNLOAD PDF
Journal of Financial Markets, 2014.
Geoffrey Booth and Umit G. Gurun, "Volatility Clustering and the Bid-ask Spread: Exchange Rate Behaviour in Early Renaissance Florence" DOWNLOAD PDF
Journal of Empirical Finance, 2008.
Ashiq Ali and Umit G. Gurun. "Investor Sentiment, Accruals Anomaly, and Accruals Management" DOWNLOAD PDF
Journal of Accounting, Auditing and Finance, 2009.
Umit G. Gurun, Alina Lerman, and Joshua Ronen, "Anticipatory and Implementation Effects of FIN 46" DOWNLOAD PDF
Asia Pacific Journal of Accounting and Economics, 2012.
Ali Coskun and Umit G. Gurun, "Do Hedge Funds Follow Post-Earnings Announcement Drift? Evidence from Quarterly Holdings" DOWNLOAD PDF
Journal of Derivatives and Hedge Funds, 2012.
Current Working Papers
Price of Publicity DOWNLOAD PDF
R&R at Accounting Review
The Impact of Restatements on Bank Loans: Evidence from the Supply Chain DOWNLOAD PDF
with Rebecca Files
R&R at Contemporary Accounting Review
Resident Networks and Firm Value DOWNLOAD PDF
with Lauren Cohen and Chris Malloy
Patent Trolls: Evidence from Targeted Firms DOWNLOAD PDF
with Lauren Cohen and Scott Kominers
Micro-Level Value Creation Under CEO Short-termism DOWNLOAD PDF
with Jonathan Cohn and Rabih Moussawi
Geoffrey Booth and Umit G. Gurun, 2010, Arbitrage Risk and High-Volume Return Premium
Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets, Greg N. Gregoriou (eds.)
Geoffrey Booth and Umit G. Gurun, 2010, Earnings Smoothing, Momentum Profits and Investor Sophistication: Evidence from international markets
Contributions to Accounting and Finance. Essays in Honour of Professor Paavo Yli-Olli, Timo Rothovius and Jussi Nikkinen (eds.)
Service to Profession
Journal of International Financial Markets Institutions & Money
Ad Hoc Referee
American Economic Review
Journal of Finance
Review of Financial Studies
Journal of Accounting Research
Journal of Financial and Quantitative Analysis
Review of Accounting Studies, and others
2015 AFA - Discussant
2015 AEA - Discussant
2015 FMA Napa Program Committee
2014 FMA Annual Meeting Program Committee
2013 FMA Annual Meeting Program Committee
2013 RFS Cavalcade Program Committee
2013 Midwest Finance Association meeting Program Committee