Sugata Ray

  • December 17th, 2018
Sugata Ray
EFLS, Faculty, Finance Ph.D. Faculty
Department:Economics, Finance, & Legal Studies
Title:Associate Professor of Finance
Education:Ph.D., University of Pennsylvania, 2009, Finance


Focus and Current Research

Asset Management

Market Microstructure

Selected Publications

“Sensation Seeking and Hedge Funds.” (With S. Brown, Y. Lu, and M. Teo.) Journal of Finance. Forthcoming.

“How Do Personal Real Estate Transactions Affect Productivity and Risk Taking? Evidence from Professional Asset Managers.” (With D. Ling and Y. Lu.) Real Estate Economics. Forthcoming.

“Limited Attention, Marital Events, and Hedge Funds.” (With Y. Lu and M. Teo.) Journal of Financial Economics. December 2016.

“Too Good to be True? An Analysis of the Options Market's Reactions to Earnings Releases.” (With Y. Lu.) Journal of Business, Finance & Accounting. July/August 2016 .

“Under One Roof: A Study of Simultaneously Managed Hedge Funds and Funds of Hedge Funds.” (With V. Agarwal and Y. Lu.) Management Science. March 2016.

"Informational Linkages Between Dark and Lit Trading Venues.” (With M. Nimalendran.) Journal of Financial Markets. January 2014.

“The Downside of High Water Marks: An Empirical Study.” Journal of Investment Management. 2nd Quarter 2012.

“An Efficiency Perspective on the Gains from Mergers and Asset Purchases” (With M. Warusawitharana.) B.E. Journal of Economic Analysis & Policy. October 2009.