Intraday Arbitrage between ETFs and their Underlying Portfolios
2021, Journal of Financial Economics 141, 1078-1095
Download PDF View DetailsAndrew Lynch, PhD
Assistant Professor of Finance
Sam M. Walton College of Business
University of Arkansas
About Me
I am an Assistant Professor of Finance at the Sam M. Walton College of Business, University of Arkansas. My research focuses on retail and institutional traders. I am particularly interested in understanding how information flows through financial markets and how it affects asset prices.
After completing my PhD in Finance at the University of Missouri I served as an Assistant Professor at Binghamton Unviersity and the University of Mississippi before moving to Arkansas. My work has been published in top finance and accounting journals including the Journal of Financial Economics, Journal of Accounting and Economics, Journal of Financial and Quantitative Analysis, and the Journal of Banking and Finance.
Featured Research
Portfolio Choice: Familiarity, Hedging, and Industry Bias
2021, Journal of Financial and Quantitative Analysis 56, 2870-2893
Download PDF View DetailsDo Baths Muddy the Waters or Clear the Air?
2015, Journal of Accounting and Economics 59, 105-117
Download PDF View DetailsTeaching
FINN52403 - Digital Innovation in Financial Markets
Graduate Course
Exploration of how digital technologies are transforming financial markets, including blockchain, DeFi, algorithmic trading, and fintech innovation.
Syllabus: Download PDF
FINN30503 - Financial Markets and Institutions
Undergraduate Course
Comprehensive overview of banking systems, securities markets, monetary policy, and the role of financial intermediaries.
Syllabus: Download PDF
Southwestern Finance Association
I serve as Executive Director of the Southwestern Finance Association (SWFA). The SWFA provides a collaborative environment for professors and doctoral students to enhance research, facilitate networking, and develop professional skills. Our annual conference brings together leading finance scholars to present cutting-edge research and discuss emerging topics in the field.
Annual Meeting: Held each February/March
Call for Papers: Open August/September
2027 Meeting: February 17-19, Las Vegas, NV