Allen M. Poteshman
Assistant Professor of Finance
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
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,
N., Li, M., & Poteshman, A. Conditional estimation of
diffusion processes. Journal of Financial Economics,
Poteshman, A., & Serbin, V. 2003. Clearly irrational
financial market behavior: Evidence from the early exercise
of exchange traded stock options. Journal of Finance,
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.
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
Teaches courses in futures and
options. Research interests include option pricing, behavioral
finance, and econometrics.
95 Wohlers Hall
1206 South Sixth Street
Champaign, IL 61820