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Allen M. Poteshman
Assistant Professor of Finance

Educational Background

Ph.D. Finance, University of Chicago, 1999
Ph.D. Philosophy, University of Pittsburgh, 1995
M.S. Physics, University of Pittsburgh, 1992
M.A. Philosophy, University of Pittsburgh, 1990
B.A. Physics and Philosophy, Yale University, 1987

Positions Held

At the University of Illinois since 1999.  Derivatives Researcher, Swiss Bank Corporation, Chicago, IL, Summer 1995.  Equity Analyst, Penn Capital Financial Services, Pittsburgh, PA, Summer 1994.  Physics Teacher, Washington International School, 1987-88.

Recent Publications

Pearson, N., Li, M., & Poteshman, A. Conditional estimation of diffusion processes. Journal of Financial Economics, forthcoming.

Poteshman, A., & Serbin, V. 2003. Clearly irrational financial market behavior: Evidence from the early exercise of exchange traded stock options. Journal of Finance, 58: 37-70.

Poteshman, A. 2001. Underreaction, overreaction, and increasing misreaction to information in the options market. Journal of Finance, 56: 851-876.
 

Honors and Awards

Center for Research in Security Prices Research Award, 1996. Spencer Foundation Dissertation Fellowship, 1993-1994. Andrew Mellon Pre-doctoral Fellowship, 1988-89. National Science Foundation Graduate Research Fellowship, 1989-1992.

Academic Service

Member of American Finance Association and Western Finance Association. Ad hoc reviewer for Advances in Futures and Options Research, Journal of Finance, Journal of Business and Economic Statistics, Journal of Financial Economics, and Journal of Political Economy.

Teaching and Research

Teaches courses in futures and options.  Research interests include option pricing, behavioral finance, and econometrics.

Contact Information:
95 Wohlers Hall
1206 South Sixth Street
Champaign, IL 61820
(217) 265-0565
poteshma@uiuc.edu


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