Biography
Dr. Samuel Rosen is an Assistant Professor in the Department of Finance. He received his PhD in finance from the University of North Carolina at Chapel Hill and a BA in economics from Cornell University. Prior to his PhD program, he worked in the Financial Stability division at the Federal Reserve Board.
Rosen’s research focuses on the intersection between macroeconomics and finance. You can read more about his research and find links to his papers on his website.
ResearchGate: My Personal Research Website
Research Interests
- Asset Pricing
- Macro-finance
- Financial Institutions
- Commercial Lending
- Fintech
Courses Taught
Number | Name | Level |
|---|---|---|
FIN 3504 | Intermediate Corporate Finance | Undergraduate |
FIN 3515 | Financial Markets and Institutions for Business | Undergraduate |
Selected Publications
Recent
Davydiuk, T., Marchuk, T., & Rosen, S. (2024). Market Discipline in the Direct Lending Space. The Review of Financial Studies, 37(4), 1190-1264. Oxford University Press (OUP). doi: 10.1093/rfs/hhad081.
Davydiuk, T., Gupta, D., & Rosen, S. (2023). De-Crypto-ing Signals in Initial Coin Offerings: Evidence of Rational Token Retention. Management Science, 69(11), 6584-6624. Institute for Operations Research and the Management Sciences (INFORMS). doi: 10.1287/mnsc.2022.4631.
Aramonte, S., Jahan-Parvar, M.R., Rosen, S., & Schindler, J.W. (2022). Firm-Specific Risk-Neutral Distributions with Options and CDS. Management Science, 68(9), 7018-7033. Institute for Operations Research and the Management Sciences (INFORMS). doi: 10.1287/mnsc.2021.4170.
Cororaton, A. & Rosen, S. (2021). Public Firm Borrowers of the U.S. Paycheck Protection Program. The Review of Corporate Finance Studies, 10(4), 641-693. Oxford University Press (OUP). doi: 10.1093/rcfs/cfab019.