George Aragon

Associate Professor
Faculty
TEMPE Campus
Mailcode
3906
Associate Professor
Faculty
TEMPE Campus
Mailcode
3906

Biography

 

Education
Ph.D., Boston College, 2005; MSc, London School of Economics, 1999; BSc, Boston College, 1998

Research Areas
Financial Institutions; Empirical Asset Pricing; and Derivatives

Current Projects
Strategic Delays and Clustering in Hedge Fund Reported Returns, with Vikram Nanda, Sept 2013

Smart Money and Liquidity Provision: Hedge Fund Behavior Through Market Crises, with J. Spencer Martin and Zhen Shi, Sept 2013

Academic Positions Held
Securities and Exchange Commission, Division of Risk, Strategy, and Financial Innovation, Washington, D.C., Visiting Academic Scholar: 2009-2010; Arizona State University: 2005-present

Career and Recent Professional Awards; Teaching Awards
Q Group Research Grant (2009-10), Foundation for Managed Derivatives Research (2003, 2006), Teaching Excellence Award, Boston College (2003), Giffuni Prize for Best Undergraduate Economics Thesis (1998).

Representative Publications
Onshore and Offshore Hedge Funds: Are They Twins? with Bing Liang and Hyuna Park, 2013, Management Science

Why Do Hedge Funds Avoid Disclosure? Evidence From Confidential 13F Filings, forthcoming at the Journal of Financial and Quantitative Analysis, with Michael Hertzel and Zhen Shi

A Unique View of Hedge Fund Derivative Usage: Safeguard or Speculation? 2012, Journal of Financial Economics, 105, 436-456 (with J. Spencer Martin). Supported by a research grant from the Foundation for Managed Derivatives Research.

Tournament Behavior in Hedge Funds: High-water Marks, Fund Liquidation, and Managerial Stake, 2012, Review of Financial Studies, 25, 937-974 (with Vikram Nanda). Supported by a research grant from The Institute for Quantitative Research in Finance.

 

 

 

 

 

 

 

 

Courses

Fall 2016
Course NumberCourse Title
FIN 421Security Analys Portfolio Mgmt
FIN 427Derivative Financl Securities
FIN 530Derivatives
Fall 2015
Course NumberCourse Title
FIN 421Security Analys Portfolio Mgmt
FIN 427Derivative Financl Securities
FIN 530Derivatives
Fall 2014
Course NumberCourse Title
FIN 421Security Analys Portfolio Mgmt
FIN 530Derivatives
Fall 2013
Course NumberCourse Title
FIN 591Seminar
Spring 2013
Course NumberCourse Title
FIN 427Derivative Financl Securities