Louis Piccotti

Position: Assistant Professor
Office: (518) 956-8182
Email: lpiccotti@albany.edu
Curriculum Vitae

Education
Ph.D., Finance, Rutgers Business School, Newark, NJ, 2008 – May 2014
B.S., Finance, Auburn University, Auburn, AL, 2004 – 2008
B.A., Economics, Auburn University, Auburn, AL, 2004 – 2008

Research Interests
Empirical asset pricing, exchange rate determination, and applied time series analysis/econometrics

Publications

Piccotti, Louis R. (2017c). Jumps, cojumps, and efficiency in the spot foreign exchange market, Journal of Banking & Finance, Forthcoming.


Piccotti, Louis R. (2017b). ETF premiums and liquidity segmentation, Financial Review, Forthcoming.


Patro, Dilip, Piccotti, Louis R. and Wu, Yangru. (2017). Exploiting closed-end fund discounts: a systematic examination of alphas, Journal of Financial Research 40, 223-248.


Piccotti, Louis R. (2017a). Financial contagion risk and the stochastic discount factor, Journal of Banking & Finance 77, 230-248.


Piccotti, Louis R. (2016). Pricing errors and the geography of trade in the foreign exchange market, Journal of Financial Markets 28, 46-69.


Piccotti, Louis R and Schreiber, Ben Z. (2015). Information shares of two parallel currency options markets: trading costs versus transparency/tradability, Journal of Empirical Finance 32, 210-229.


Professional Affiliations
American Finance Association
Eastern Finance Association
Econometric Society
Financial Management Association
Institute of Mathematical Statistics
Northern Finance Association
Southern Finance Association