Claudia Moise - , 

Faculty – Claudia Moise
Peter B. Lewis Building 365
Office Hours: By Appointment Only

The focal points of Moise's work have been asset pricing, financial econometrics and market microstructure. She is interested in quantifying the effects volatility and liquidity have in the market place, in explaining documented return anomalies, like the value and momentum effects, and also in the way investors form expectations that lead to these anomalies. Her research looks at asset pricing by closely examining these fundamentals. Her approach consists of combining different theoretical frameworks, while selectively applying a broad range of econometric tools and methodologies in a variety of financial arenas.

PhD, University of Chicago Booth School of Business, 2006
MBA, University of Chicago Booth School of Business, 2005
MS, University of South Carolina, 1997
MS, University of Bucharest, 1991
BS, University of Bucharest, 1990

Initially Appointed: 2006

Interests and Courses


Asset Pricing, Market Microstructure, Banking, Financial Econometrics


Investments, Corporate Finance, Financial Instruments, Portfolio Management, Financial Econometrics,

Asset Pricing, Market Microstructure

Recent Courses and Syllabi

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