Department of Finance
Watson Family Chair for Commodity and Financial Risk Management
Director - MS Quantitative Finance
STILLWATER, OK 74078-4011
- Ph D, Rutgers Business School, Finance, 2014
- BA, Auburn University, Economics, 2008
- BS, Auburn University, Finance, 2008
- 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. "Portfolio Returns and Consumption Growth Covariation in the Frequency Domain, Real Economic Activity, and Expected Returns". Journal of Financial Research (Forthcoming).
- 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 Foreign Exchange". 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, Associate Professor, July 2021
- Oklahoma State University, Watson Family Chair for Commodity and Financial Risk Management, July 2021
- Oklahoma State University, Director - MS Quantitative Finance, July 2021
- Oklahoma State University, Assistant Professor, Director; MS Quantitative Finance, August 2018 - June 2021
- University at Albany, Assistant Professor, School of Business, 2014 - 2018
- BADM 6100 (1 Semester)
- FIN 4550 (2 Semesters)
- FIN 5653 (2 Semesters)
- FIN 5883 (4 Semesters)
- FIN 4763 (3 Semesters)
- FIN 5763 (3 Semesters)
- FIN 5550 (2 Semesters)
|Spring 2022||BADM 6100||32141||Seminar in Business Administration|
|Spring 2022||FIN 4550||26407||Stock Market Technical Analysis|
|Spring 2022||FIN 4550||31083||Doing Business in Dubai: Selected Topics in Finance|
|Spring 2022||FIN 5653||29323||Bond Markets|
|Spring 2022||FIN 5883||25532||Quantitative Financial Applications|
|Fall 2021||FIN 4763||64692||Financial Futures and Options Markets|
|Fall 2021||FIN 5763||60361||Derivative Securities and the Management of Financial Price Risk|
|Spring 2021||FIN 5653||31914||Bond Markets|
|Spring 2021||FIN 5883||26611||Quantitative Financial Applications|
|Fall 2020||FIN 4763||65286||Financial Futures and Options Markets|
|Fall 2020||FIN 5763||60376||Derivative Securities and the Management of Financial Price Risk|
|Spring 2020||FIN 5550||29096||Bond Markets|
|Spring 2020||FIN 5883||28954||Quantitative Financial Applications|
|Fall 2019||FIN 4763||66158||Financial Futures and Options Markets|
|Fall 2019||FIN 5763||60413||Derivative Securities and the Management of Financial Price Risk|
|Spring 2019||FIN 5550||30978||Bond Markets|
|Spring 2019||FIN 5883||30821||Quantitative Financial Applications|