Gideon Saar＇s faculty page for the Cornell Johnson...

Professor Gideon Saar is Dr. Philip and Rosalyn Baron Professor of Management and professor of finance at the Johnson Graduate School of Management. His research interests are in market microstructure, behavioral finance, and stock market return predictability. His current research focuses on high-frequency trading, using individual investor trading to predict returns, how transparency of markets affects traders, and information incorporation into prices around corporate events. He has been published in the leading finance journals, including the Journal of Finance, Review of Financial Studies, Journal of Financial Economics, the Journal of Financial and Quantitative Analysis, and the Journal of Financial Markets. Saar was previously on the faculty of the Stern School of Business at New York University. In addition to his doctorate in finance, he holds an undergraduate degree in finance and a master's degree in economics. At the request of the New York Stock Exchange, Saar spent the 2001-2002 academic year as the NYSE's visiting research economist. Professor Saar is a co-editor of the Journal of Financial Markets and a member of the Economic Advisory Committee of the Financial Industry Regulatory Authority (FINRA).