Mehrdad Samadi

Assistant Professor

PhD, University of North Carolina at Chapel Hill

Finance

  • Bio

    Professor Samadi's research interests include financial economics and market design. His award-winning research has been published in the Journal of Finance, Journal of Financial and Quantitative Analysis, and Journal of Investment Management has been mentioned in The Wall Street Journal, Bloomberg, Financial Times, Reuters, and Barron's. He has consulted for regulatory agencies on market structure issues such as the Commodity Futures Trading Commission (CFTC) and the Financial Industry Regulatory Authority (FINRA) and served as a Dissertation Fellow with the Federal Reserve Board. Prior to his academic career, he worked as a Summer Analyst at Natixis Corporate and Investment Bank and served as an Economist with the CFTC.
  • Teaching

    Financial Economics
  • Research

    Financial Economics and Market Design
  • Select Publications

    The Flash Crash: High-Frequency Trading in an Electronic Market, with Andrei Kirilenko, Albert Kyle, and Tugkan Tuzun, Journal of Finance, 2017, 72: 967–998. (Lead Article)

    Automation, Intermediation and the Flash Crash, with Andrei Kirilenko, Albert Kyle, and Tugkan Tuzun, Journal of Investment Management, 2018, 16, 4.

    Shorting in Broad Daylight: Short Sales and Venue Choice, with Adam Reed and Jonathan Sokobin, Journal of Financial and Quantitative Analysisforthcoming.

    Working Papers

    Institutional Order Handling and Broker-Affiliated Trading Venues, with Amber Anand, Jonathan Sokobin, and Kumar Venkataraman, Revise and Resubmit at the Review of Financial Studies.

    Reusing Natural Experiments, with Davidson Heath, Matthew Ringgenberg, and Ingrid Werner.