Shimon Kogan

Faculty

Shimon Kogan

About

Shimon Kogan is a Visiting Associate Professor in Finance at the MIT Sloan School of Management. 

He is a permanent finance faculty member at IDC Herzliya, and was previously on the faculty at Carnegie Mellon University, and the University of Texas at Austin. He has also been a visiting faculty member at The Wharton School.

He has also held a number of investment management positions and has consulted to hedge funds.

Kogan's research focuses on behavioral finance with application to asset pricing. He is interested in understanding how information is processed in markets and his approach is interdisciplinary, integrating tools and insights from both psychology and computer science. His research has appeared in some of the profession's top journals such as The Review of Financial Studies, The Journal of Finance, and the American Economic Review. He has been invited to present his work at leading conferences and universities including MIT Sloan,The Wharton School, Harvard University, and Yale University.

He earned his MBA and PhD from the University of California, Berkeley and his BA from Tel Aviv University. 

Publications

"Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry."

Glode, Vincent, Burton Hollifield, Marcin Kacperczyk, and Shimon Kogan. In Behavioral Finance: Where do Investors Biases Come From?, edited by Itzhak Venezia, 67-113. Singapore: World Scientific Publishing Co., 2016.

"Business Microloans for U.S. Subprime Borrowers."

Fracassi, Cesare, Mark J. Garmaise, Shimon Kogan, and Gabriel Natividad. Journal of Financial and Quantitative Analysis Vol. 51, No. 1 (2016): 55-83.

"Trading Complex Assets."

Carlin, Bruce, Shimon Kogan, and Richard Lowery. Journal of Finance Vol. 68, No. 5 (2013): 1937-1960.

"Investor Inattention and the Market Impact of Summary Statistics."

Gilbert, Thomas, Shimon Kogan, Lars Lochstoer, and Ataman Ozyildirim. Management Science Vol. 58, No. 2 (2012): 336-350.

"Coordination in the Presence of Asset Markets."

Kogan, Shimon, Anthony Kwasnica, and Roberto Weber. American Economic Review Vol. 101, No. 2 (2011): 927-947.

"Securities Auctions under Moral Hazard: Theory and Experiments."

Kogan, Shimon, and John Morgan. Review of Finance Vol. 14, No. 3 (2010): 477-520.

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