Ghonche Khalaj

Welcome


I am an Assitant Professor of Finance at the Sykes College of Business, University of Tampa.

My research centers on empirical asset pricing, with a particular interest in institutional investor behavior, demand system models, and the use of large-scale datasets. I am fascinated by how institutional trading decisions shape asset prices and how these decisions are influenced by the information investors receive. In my job market paper, I explore how investors respond to the publication of market anomalies in academic research. Using a demand-system asset pricing framework, I measure how investor demand shifts and how these changes affect market outcomes.

Ph.D. in Finance
Whitman School of Management, Syracuse University
2026
M.S. in Industrial Engineering — Financial Engineering
Tarbiat Modares University
2020
B.S. in Industrial Engineering
2018
Asset Pricing Institutional Investors Behavioral Finance Big Data Financial Markets
Structural Estimation Causal Inference Machine Learning Demand Systems

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