Dan Weaver
Professor, Director of Master of Financial Analysis, and Associate Director, Whitcomb Center
Professor, Director of Master of Financial Analysis, and Associate Director, Whitcomb Center
Daniel G. Weaver’s research and teaching focus is on security design, security market structure, and e-commerce. He has over 35 published articles. He has published in the Journal of Finance, Journal of Financial Economics, Journal of Financial Markets, and Journal of Financial and Quantitative Analysis, among others. Recent papers include an examination of the value of liquidity providers, the impact of internalization on market quality, and market microstructure effects of security transaction taxes. He has served as a consultant to the American Stock Exchange, New York Stock Exchange, Stockholm Stock Exchange, Toronto Stock Exchange, and the Securities Industry Association.
Dan has been widely quoted in newspapers across the United States including the Wall Street Journal, New York Times, Washington Post, USA Today, Associated Press, Barron’s, Securities Week, Traders, and the Los Angeles Times. He has appeared on CNN, CNBC, PBS, NPR, and local radio and television. He has testified before the U.S. Securities and Exchange Commission as well as U.S. Congress on market structure issues.
Visit Professor Weaver's website here.
Ph.D., Rutgers University; Finance
MBA, Rutgers University; Finance
B.A., Seton Hall; English Lit.
“Security Transaction Taxes and Market Quality.” With Anna Pomeranets, Journal of Financial and Quantitative Analysis, Forthcoming.
“Paying for Market Quality” with Amber Anand and Carsten Tanggaard, Journal of Financial and Quantitative Analysis, Vol. 44, 1427-1457, 2009
“Underpricing and Ex-Post Value Uncertainty” with Sonia Falconieri and Albert Murphy. Financial Management, Vol. 34, 285-300, 2009.
“Dispersed Trading and the Prevention of Market Failure: The Case of the Copenhagen Stock Exchange,” with Dave Porter, Carsten Tanggaard, and Wei Yu, European Financial Management, Vol. 14, no. 2, 243-267, 2008.
“The Value of the Specialist: Empirical Evidence from the CBOE” with Amber Anand. ...
Name: Serrano, Alejandro
Graduation Date: 2013/October
Thesis Title: Two Essays on Securities Regulation
Name: Pomeranets, Anna
Graduation Date: 2011/May
Thesis Title: Two Exogenous Issues Related to Market Quality
2005
Rajneesh Sharma, Baruch College, Doctoral Thesis, primary advisor. Raj is currently a faculty member at Saint Joseph’s University.
2002
Amber Anand, Baruch College, Doctoral Thesis, primary advisor. Amber is currently a faculty member at the University of Central Florida.
2001
Albert Murphy, Baruch College, Doctoral Thesis, primary advisor. Albert is currently a faculty member at SUNY – Old Westbury.
2000
Dina Naples-Layish, Baruch College, Doctoral Thesis, member of thesis committee. Dina is currently a faculty member at Binghamton University.