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Oklahoma State University

LOUIS PICCOTTI

LOUIS PICCOTTI

Department of Finance
Watson Family Chair for Commodity and Financial Risk Management
Associate Professor

BUSINESS BUILDING
STILLWATER, OK 74078-4011
Phone: 405-744-8666

louis.r.piccotti@okstate.edu

Education

  • Ph D, Rutgers Business School, Finance, 2014
  • BA, Auburn University, Economics, 2008
  • BS, Auburn University, Finance, 2008

Publications

  • Rita Biswas, Xiao Li, and Louis R. Piccotti. (2023). "Do Macroeconomic Variables Drive Exchange Rates Independently?". Finance Research Letters (Forthcoming). (52), 103524.
  • Louis R. Piccotti. (2022). "Portfolio Returns and Consumption Growth Covariation in the Frequency Domain, Real Economic Activity, and Expected Returns". Journal of Financial Research. (45), 3, 513-549.
  • Louis R. Piccotti and Emily Wang. "Informed Trading in Options Markets Surrounding Data Breaches". Global Finance Journal (Forthcoming).
  • Sharif Mazumder and Louis R. Piccotti. "Systemic risk: bank characteristics matter". Journal of Financial Services Research (Forthcoming).
  • Rita Biswas, Louis R Piccotti, and Ben Z Schreiber. (2021). "Differential risk premiums and the uip puzzle". Financial Management. (50), 139-167.
  • Louis R. Piccotti and Ben Z. Schreiber. (2020). "Information shares in a two-tier fx market". Journal of Empirical Finance. (58), 19-35.
  • Na Dai and Louis R. Piccotti. (2020). "Required return on equity when capital structure is dynamic". Financial Management. (49), 265-289.
  • Louis R. Piccotti. (2020). "Strategic trade when securitized portfolio values are unknown". Journal of Banking & Finance. (115), Article 105816.
  • Louis R. Piccotti. (2018). "ETF premiums and liquidity segmentation". Financial Review. (53), 117-152.
  • Louis R. Piccotti. (2018). "Jumps, cojumps, and efficiency in the spot foreign exchange marke". Journal of Banking and Finance. (87), 49-67.
  • Dilip Patro, Louis R. Piccotti, and Yangru Wu. (2017). "Exploiting closed-end fund discounts: a systematic examination of alphas". Journal of Financial Research. (40), 223-248.
  • Louis R. Piccotti. (2017). "Financial contagion risk and the stochastic discount factor". Journal of Banking and Finance. (77), 230-248.
  • Louis R. Piccotti. (2016). "Pricing errors and the geography of trade in the foreign exchange market". Journal of Financial Markets. (28), 46-69.
  • Louis R. Piccotti and Ben Z Schreiber. (2015). "Information shares of two parallel currency options markets: trading costs versus transparency/tradability". Journal of Empirical Finance. (32), 210-229.

Awards and Honors

  • Distinguished Early Career Faculty Award (2021)
  • FMA 2019 Best paper award: semi-finalist (2019)
  • EFMA Best Paper Award: Semi-finalist (2014)
  • Doctoral Research Award (2010)

Academic, Military, and Professional Positions

  • Oklahoma State University, Watson Family Chair for Commodity and Financial Risk Management, July 2021
  • Oklahoma State University, Associate Professor, July 2021
  • Oklahoma State University, Director - MS Quantitative Finance, August 2018 - May 31 2023
  • Oklahoma State University, Assistant Professor, Director; MS Quantitative Finance, August 2018 - June 2021
  • University at Albany, Assistant Professor, School of Business, 2014 - 2018

Courses Taught

  • BADM 6000 (1 Semester)
  • FIN 4763 (4 Semesters)
  • FIN 5763 (4 Semesters)
  • BADM 6100 (2 Semesters)
  • FIN 4550 (2 Semesters)
  • FIN 5653 (2 Semesters)
  • FIN 5883 (4 Semesters)
  • FIN 5550 (2 Semesters)