Asaf Manela
Associate Professor of Finance
Area of Expertise:
Regulation, Business And Government, Asset Pricing, Banking and Financial Institutions, Option Pricing, Banking and Financial Institutions, Business And Government
Research Interests:
Asset Pricing, Financial Intermediation, Machine Learning, Text Analysis, Information Economics
Selected Publications:
- "Estimating the Value of Information", Review of Financial Studies, Issue 3, 951-991, with O. Kadan, 2019
- "Intermediary asset pricing: New evidence from many asset classes", Journal of Financial Economics, Issue 1, 1--35, with Z. He, B. Kelly, 2017
- "The Shadow Cost of Bank Capital Requirements", Review of Financial Studies, Issue 7, 1780-1820, with R. Kisin, 2016
- "News Implied Volatility and Disaster Concerns", Journal of Financial Economics, Issue 1, 137-162, with A. Moreira, 2017
- "Information Acquisition in Rumor-Based Bank Runs", Journal of Finance, Issue 3, 1113-1158, with Z. He, 2016
- "The Value of Diffusing Information", Journal of Financial Economics, Issue 1, 181-199, 2014
Awards/Honors:
- Named for World's Best 40 Business School Professors Under 40, Poets & Quants, 2014
- Best Paper Award, Financial Research Association Meetings, 2013
- Fischer Black Fellow, 2011
- Katherine Dusak Miller Ph. D. Fellowship, 2010
- The Arnold Zellner Doctoral Prize, 2009
- Winner of Best Paper Award in Accounting, Economics and Finance, London Business School, 2008
- CRSP Paper Award, GSB, University of Chicago, 2007
- Ph. D. in Finance studies fellowship, GSB 2006-2010, University of Chicago
- Phi Beta Kappa
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Asaf Manela joined the Olin Business School in 2011. He received his PhD in Finance and an MBA from the University of Chicago in June 2011. He holds a BA in Economics and Computer Science from Boston University. Professor Manela conducts theoretical and empirical research in finance. His current work focuses on asset pricing, financial intermediation, machine learning, text analysis, and information economics.
Asaf Manela's Home Page
Asaf Manela's Curriculum Vitae
Email: amanela@wustl.edu
Phone: (314) 935-9178
MBA 2011, University of Chicago, Booth School of Business
PhD 2011, University of Chicago, Booth School of Business
BA 2005, Boston University
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