Ankur Pareek

Research Interests:

• Empirical Asset Pricing, Mutual Fund Performance, Machine Learning, Behavioral Finance, Political Economy, Emerging Markets

Education

• PhD Yale School of Management (2005 — 2009)
• MS The London School of Economics and Political Science (LSE) (2003 — 2004)
• Dual Degree (BTech and MTech) Indian Institute of Technology, Bombay (1997 — 2002)

Companies

• Associate Professor of Finance University of Nevada-Las Vegas (2021)
• Lee Professor of Finance University of Nevada-Las Vegas (2018)
• Assistant Professor of Finance University of Nevada-Las Vegas (2018 — 2021)
• Assistant Professor of Finance Rutgers Business School (2009 — 2018)
• Analyst, Global Risk Management Dresdner Kleinwort Wasserstein (2004 — 2005)

Research Papers

1. Short-Term Trading and Stock Return Anomalies: Momentum, Reversal and Share Issuance (joint with Martijn Cremers, Notre Dame), July 2015, Review of Finance 19(4), 1649-1701. Second Prize, Chicago Quantitative Alliance Academic Competition 2010; presented at the 2011 AFA annual meetings, Denver.
2. Patient Capital Outperformance: The Investment Skill of High Active Share Managers Who Trade Infrequently (joint with Martijn Cremers, Notre Dame), November 2016, Journal of Financial Economics 122 (2) , 288-306. Q-Group research award, 2013; Featured in CFA digest; Media coverage: Wall Street Journal, Financial Times, Reuters, Forbes,Time Money Magazine
3. Should Business Group be in Finance? Evidence from Indian Mutual Funds (joint with Santosh Anagol, Wharton), June 2019, Journal of Development Economics 139, 229-248, Presented at the 2014 EFA annual meeting, Lugano.
4. Short-Term Investors, Long-Term Investments, and Firm Value (joint with Martijn Cremers, University of Notre Dame and Zacharias Sautner, Frankfurt School of Finance), October 2020, Management Science 66 (10), 4359-4919, Awarded the 2013 IRRC Research Grant, scheduled to be presented at the 2018 AFA annual meeting, Philadelphia.
5. Limited Attention and Portfolio Choice: The Impact of Attention Allocation on Mutual Fund Performance, November 2020, Financial Management 49 (4), 1083-1125 (joint with Swasti Gupta-Mukherjee, Loyola University Chicago). Presented at the 2013 AFA annual meeting, San Diego.
6. Short-Term Institutions, Analyst Recommendations,and Mispricing ( joint with Martijn Cremers, Notre Dame and Zacharias Sautner, Frankfurt School of Finance), June 2021, Journal of Accounting Research 59 (3), 911-958. Presented at the 2015 AFA annual meeting, 2013 EFA annual meeting, Cambridge UK, 2013 SFS Cavalcade Miami.
7. Trust and Investment Management: The Effects of Manager Trustworthiness on Hedge Fund Investments (joint with Roy Zuckerman, Tel-Aviv University), June 2020. (revise and resubmit, Review of Asset Pricing Studies) Presented at the 2012 AFA annual meeting, Chicago; Media coverage: The Atlantic, Huffington Post, Sydney Morning Herald, Sciencedaily, Mainstreet.
8. Mutual Fund Ownership Networks:Implications for Stock Returns and Volatility, February 2020 (revise and resubmit, Operations Research) Winner of the Best Paper Award in Asset Pricing at 2010 Midwest Finance Association Conference, presented at 2010 AFA annual meeting,Atlanta.
9. Do Criminal Politicians affect Firm Investment and Value: Evidence from a Regression Discontinuity Approach, , February 2021 (joint with Vikram Nanda, UT Dallas), (revise and resubmit, Review of Corporate Finance Studies, Presented at the 2017 AFA annual meeting,Chicago.
   
10. Women in Politics: The Effect on Board Diversity, September 2021 (joint with Simi Kedia, Rutgers Business School) (scheduled to be presented at the 2021 AFA annual meeting)