Profiles

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Louis Piccotti Assistant Professor of Finance, Director - Masters of Quantitative Financial Economics Department of Finance 460 Business Building Stillwater Campus 405-744-8666 (Phone)
Education:

Ph.D., Rutgers Business School, Finance, 2014
B.S., Auburn University, Finance, 2008
B.A., Auburn University, Economics, 2008



Publications:

  1. Piccotti, Louis R. (2018). Jumps, cojumps, and efficiency in the spot foreign exchange market, Journal of Banking and Finance 87, 49-67.

  2. Piccotti, Louis R. (2018). ETF premiums and liquidity segmentation, Financial Review 53, 117-152.

  3. Piccotti, Louis R. (2017). Financial contagion risk and the stochastic discount factor, Journal of Banking and Finance 77, 230-248.

  4. Patro, Dilip, Piccotti, Louis R and Wu, Yangru. (2017). Exploiting closed-end fund discounts: a systematic examination of alphas, Journal of Financial Research 55, 223-248.

  5. Piccotti, Louis R. (2016). Pricing errors and the geography of trade in the foreign exchange market, Journal of Financial Markets 28, 46-69.

  6. Piccotti, Louis R. and Schreiber, Ben Z. (2015). Information shares of two parallel currency options markets: trading costs versus transparency/tradability, Journal of Empirical Finance 32, 210-229.

Education

Ph D, Rutgers Business SchoolFinance2014
BA, Auburn UniversityEconomics2008
BS, Auburn UniversityFinance2008

Journals

Louis R. Piccotti. "ETF premiums and liquidity segmentation". Financial Review. (Forthcoming).

Dilip Patro, Louis R. Piccotti & Yangru Wu. "Exploiting closed-end fund discounts: a systematic examination of alphas". Journal of Financial Research. (Forthcoming).

Louis R. Piccotti. (2017). "Financial contagion risk and the stochastic discount factor". Journal of Banking and Finance, 77, 230-248.

Louis R. Piccotti. "Jumps, Cojumps, and Efficiency in the Foreign Exchange". Journal of Banking and Finance, (Forthcoming).

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. (2015). "Information shares of two parallel currency options markets: trading costs versus transparency/tradability". Journal of Empirical Finance. 32, 210-229.