LOUIS PICCOTTI
Department of Finance
William S. Spears Chair
Associate Professor
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
- Louis R. Piccotti. (2024). "Utility-implied term structures of equity risk premia". Economics Letters. (244), 111947.
- Isarin Durongkadej and Louis R. Piccotti. "Bond market structure and volatility". International Review of Finance (Forthcoming).
- Yifan Liu and Louis R. Piccotti. "Synthetic long stock and option trading: evidence from stock splits". Journal of Financial Research (Forthcoming).
- Sharif Mazumder and Louis R. Piccotti. (2023). "Systemic risk: bank characteristics matter". Journal of Financial Services Research. (64), 265-301.
- Louis R. Piccotti and Emily Wang. (2023). "Informed Trading in Options Markets Surrounding Data Breaches". Global Finance Journal. (56), May, 100774.
- Rita Biswas, Xiao Li, and Louis R. Piccotti. (2023). "Do Macroeconomic Variables Drive Exchange Rates Independently?". Finance Research Letters. (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.
- 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 market". 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
- William S. Spears Chair (2023)
- Distinguished Early Career Faculty Award (2021)
- Watson Family Chair for Commodity and Financial Risk Management (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, William S. Spears Chair, July 2023
- Oklahoma State University, Associate Professor, July 2021
- Oklahoma State University, Watson Family Chair for Commodity and Financial Risk Management, July 2021 - June 2023
- 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
- FIN 5653 (4 Semesters)
- FIN 5883 (6 Semesters)
- FIN 3113 (1 Semester)
- FIN 4763 (5 Semesters)
- BADM 6000 (1 Semester)
- FIN 5763 (4 Semesters)
- BADM 6100 (2 Semesters)
- FIN 4550 (2 Semesters)
- FIN 5550 (2 Semesters)
Semester | Course | Section | Course Title |
---|---|---|---|
Spring 2024 | FIN 5653 | 25514 | Bond Markets |
Spring 2024 | FIN 5883 | 24096 | Quantitative Financial Applications |
Fall 2023 | FIN 3113 | 60208 | Finance |
Fall 2023 | FIN 4763 | 63668 | Financial Futures and Options Markets |
Spring 2023 | FIN 5653 | 27268 | Bond Markets |
Spring 2023 | FIN 5883 | 24805 | Quantitative Financial Applications |
Fall 2022 | BADM 6000 | 72181 | Research and Thesis |
Fall 2022 | FIN 4763 | 64220 | Financial Futures and Options Markets |
Fall 2022 | FIN 5763 | 60328 | Derivative Securities and the Management of Financial Price Risk |
Summer 2022 | BADM 6100 | 43896 | Seminar in Business Administration |
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 |