Allan
A. Zebedee,
Ph.D.
Assistant Professor, Finance
Professor Zebedee, an Assistant Professor of Finance at San Diego
State University, received his Ph.D. in 2001 from the University
of California, San Diego. His dissertation entitled “The Flow
of Information in Financial Markets: A Market Microstructure Examination”
examined the inter-relationship of different financial markets in
the price discovery process. For example, NYSE stocks regularly
trade simultaneously on multiple markets. Professor Zebedee’s
research has examined the role of the different exchanges in determining
the observed trading price. His dissertation has resulted in a publication
at the Journal of Multinational Financial Management.
Professor Zebedee also has a number of working papers in the area
of corporate finance. Specifically, he has examined the role of
institutional investors in the initial public offering market as
well as the corporate repurchase programs and their impact on market
liquidity. The thread that ties these diverse papers together is
the research methodology. These papers rely on market microstructure
data to examine a broader more general issue in finance. This innovative
approach while data intensive has helped provide new insights in
the area of corporate finance.
Professor Zebedee has also presented his research at a number of
professional conferences. Most recently he presented the working
paper “The Greenspan Effect on the Equity Markets: An Intraday
Examination of US Monetary Policy Announcements” at the National
Bureau of Economic Research’s Market Microstructure Summer
session. He has also presented his research at the Financial Management
Association and Western Finance Association Annual Meetings.
Prior to joining San Diego State University, Professor Zebedee
was a visiting lecturer at Case Western Reserve University and a
lecturer at Georgetown University.
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