Curriculum Vitae

Curriculum Vitae

Education

Ph.D., International Economics and Finance, Brandeis University, (Defense Sept. 2018)

M.S., International Economics and Finance, Brandeis University, 2014

B.A., Mathematics, University of Washington, 2012

B.S., Economics, University of Washington, 2012

Research Interests

Capital Markets, Asset Pricing, Municipal Finance, Sovereign Finance

Working Papers

“Are U.S. Treasury Auctions Twice Underpriced?”
(Job Market Paper)
“Underpricing and Risk in Municipal Bond Offerings”
(w/ Daniel Bergstresser)

“Empirical Evidence for Carry Trade Liquidity Spirals”

“A Demonstration of Time Varying Volatility and Invalid t-Statistics”

Published Book Chapters

Herb, Patrick, Shishir Paudel, and Mark Wu. (forthcoming). Bond Auctions. In: Baker, H. Kent, Greg Filbeck, and Andrew C. Spieler, (Eds.), Debt Markets and Investments. Oxford University Press, New York, NY.

Work in Progress

“Why Pension Funds Underperform in U.S. Treasury Auctions”

“Overpricing in Portuguese Treasury Auctions”
(w/ Jose’ Costa, Jose’ Faias and Mark Wu)
“Discriminatory vs. Uniform-Price Portuguese Treasury Auctions”
(w/ Jose’ Costa, Jose’ Faias and Mark Wu)
“Underpricing and Bidder Allocations in U.S. Treasury Auctions”
(w/ Fan Dora Xia)

Conference Presentations

2018
Boston Area Finance Symposium (Northeastern University)
2017
FMA Annual Meeting (Boston)
Econometric Society North American Summer Meeting (St. Louis)
FMA Europe (Lisbon)
Global Finance Conference (Hofstra University)
2016
FMA Europe Doctoral Student Consortium (Helsinki)

Discussant Presentations

2017
FMA Annual Meeting (Boston)
“Firm-Specific Risk-Neutral Distributions: The Role of CDS Spreads”
-Mohammad R. Jahan-Parver et. al, Federal Reserve Board

FMA Europe (Lisbon)
“Does Maturity Matter? The Case of Treasury Futures Volume”
-Kershen Huang et. al, Bentley University

Global Finance Conference (Hofstra University)
“The Effect of Earnings Components on the Forecast Dispersion Anomaly:
Discretionary vs. Nondiscretionary Earnings”
-Haejung Na, California State University, Los Angeles

Teaching Experience at Brandeis University

Adjunct Professor
Investments (MA/MBA/PhD): Fall 2018
Forecasting in Finance and Economics (MA/MBA/PhD): Spring 2016

Instructor
MATLAB Boot Camp (PhD): Summer 2014 & 2016

Teaching Assistant
Advanced Microeconomics II (PhD): Spring 2017
Computer Simulations & Risk Assessment (MA/PhD): Fall 2016
Advanced Macroeconomics II (PhD): Spring 2015
Advanced Macroeconomics I (PhD): Fall 2014

Online Course Development

MATLAB Boot Camp - Scientific computing course designed for incoming economics
PhD students, with 33,000+ visits from around the world as of June 2018

Professional Experience at Brandeis University

Research Assistant to Professor Blake LeBaron, 2013-2015
Topic: Agent-Based Computational Finance

Research Assistant to Professor Catherine L. Mann, 2012-2013
Topic: Determinants of Treasury Auction Yields: Pre/Post Quantitative Easing

Awards & Fellowships

American Finance Association Doctoral Student Travel Grant: 2016

Provost’s Dissertation Award: 2016, 2017, 2018

Research Grant, Rosenberg Institute of Global Finance: 2013, 2015, 2017, 2018

GSA Travel & Research Grant: 2016

Doctoral Fellowship, Brandeis University: 2012 - present

Programming Languages

Python, Machine Learning: scikit-learn, MATLAB, Stata, Eviews, R, Java, LaTex, Sphinx

References

Blake LeBaron (Chair)
Abram L. and Thelma Sachar Professor of International Economics
International Business School & Department of Economics
Brandeis University
781-736-2258
Daniel Bergstresser
Associate Professor of Finance
International Business School & Department of Economics
Brandeis University
781-736-5007
Anna Scherbina
Associate Professor of Finance
International Business School
Brandeis University
781-736-4709
Stephen G. Cecchetti
Rosen Family Chair in International Finance
Department of Economics & International Business School
Brandeis University
781-736-4856