Thaddeus Neururer, Ph.D.

Thaddeus Neururer, Ph.D.
Title: Assistant Professor
Dept/Program: GW Daverio School of Accountancy
Email: tneururer@uakron.edu

Education

  • 2016 – Ph.D., Boston University, Boston, MA
  • 2007 – M.B.A., University of Chicago, Chicago, IL (High Honors)
  • 2001 – B.S., University of Wisconsin-Madison, Madison, WI

Professional & Academic Experience

Academic Experience

  • 2017 – Present, Assistant Professor, School of Accountancy, The university of Akron.
  • 2016 – 2017, Visiting Assistant Professor, University of Connecticut.
  • 2014 – 2016, Lecturer, Boston University

Professional Experience

  • 2011 – Senior Quantitative Analyst – Black Edge Capital – Chicago, IL
  • 2008 – 2011, Director of Risk Management – Infinium Capital Management – Chicago, IL
  • 2005 – 2008, Financial Engineer – Ronin Capital, LLC – Chicago, IL
  • 2001 – 2005, Software & Financial Analyst – Ronin Capital, LLC – Chicago, IL

Research

Research and Publications

  • “Tests of Investor Learning Models Using Earnings Innovations and Implied Volatilities.” Review of Accounting Studies 21: 2 (2016), 400-437 (with George Papadakis and Edward Riedl).
  • “Trading System Capability.” Quantitative Finance 14: 3 (2014), 383-392 (with Andrew Kumiega and Ben Van Vliet).
  • “Multifactor Index Variance: The Case of the SPX 2000 to 2010.” Journal of Future Markets 33: 2 (2013), 158-182 (with Andrew Kumiega).
  • “Implied ICA: Factor Extraction and Multi-Asset Derivative Pricing.” Journal of Derivatives 19: 4 (2012), 39-52 (with Andrew Kumiega and Ben Van Vliet).
  • “Investor Behavior, Reporting Intervals and Hedge Fund Stability.” Journal of Investing 21: 2 (2012), 40-48 (with Andrew Kumiega and Ben Van Vliet).
  • “Independent Component Analysis for Realized Volatility: Analysis of the Stock Market Crash of 2008.” Quarterly Review of Economics and Finance 51: 3 (2011), 292-302 (with Andrew Kumiega and Ben Van Vliet).

Awards

  • 2015 – Best Paper by Ph.D. Student Award – AAA Northeast Region Meeting
  • 2013 – Best Paper by Ph.D. Student Award – AAA Northeast Region Meeting
  • 2013 – Boston University School of Management Ph.D. Research Award
  • 2017 – Beta Sigma Gamma
  • 2001 – Omicron Delta Epsilon