Mete Kilic

Mete Kilic joined the Department of Finance and Business Economics upon completing his PhD in Finance at the Wharton School, University of Pennsylvania in 2017. His research interests lie in the areas of asset pricing, macroeconomics, firm investment and hiring decisions, as well as financial derivatives. He has received the 2017 Cubist Systematic Strategies PhD Candidate Award for Outstanding Research.

Research Interests

• Asset Pricing, Macro-Finance, Financial Markets

Education

• Doctor of Philosophy - PhD The Wharton School (2012 — 2017)
• Master of Science (M.Sc.) Goethe University Frankfurt (2010 — 2012)
• Bachelor of Science (B.Sc.) Karlsruhe Institute of Technology (KIT) (2007 — 2010)
• Abitur Istanbul Erkek Lisesi (2002 — 2007)

Companies

• Assistant Professor of Finance and Business Economics University of Southern California - Marshall School of Business (2017)
• Visiting Professor Imperial College Business School (2018 — 2018)

Publications

• Learning, Slowly Unfolding Disasters, and Asset Prices (with Mohammad Ghaderi and Sang Seo) Journal of Financial Economics, 143 (1): 527-549, January 2022.
• Good and Bad Variance Premia and Expected Returns (with Ivan Shaliastovich), Management Science, 65 (6): 2445-2945, June 2019.
• Gold, Platinum, and Expected Stock Returns (with Darien Huang), Journal of Financial Economics, 132 (3): 50-75, June 2019.
• Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility (with Jessica A. Wachter), Review of Financial Studies, 31 (12): 4762-4814, December 2018.