Riza Demirer
Professor of Economics & Finance, Southern Illinois University Edwardsville
Distinguished Research Professor of Economics & Finance at Southern Illinois University Edwardsville and a Research Fellow at the Economic Research Forum. My research interests include investments, asset pricing and risk management. My recent work focuses on asset pricing and risk management issues in emerging stock markets and commodity markets. I have taught a variety of courses at the undergraduate and graduate levels including Financial Management, Investment Analysis, Security Valuation, International Finance, and Fixed Income. I have served as an ad hoc reviewer for numerous academic journals as well as research organizations including the National Science Foundation (NSF) Decision, Risk, and Management Science – Economics program, Qatar National Research Fund and Deanship of Research at King Fahd University of Petroleum and Minerals. My recent publications have appeared in top ranking journals including Journal of International Money and Finance, Journal of Economic Behavior and Organization, International Review of Finance, Journal of International Financial Markets, Institutions & Money, Energy Economics and Journal of the Operational Research Society, among others. My recent works cover a variety of climate finance topics in the institutional investment context.
Areas of Interest:
- Investments
- Asset Pricing
- Energy & Commodity Markets
- Emerging Markets
Education:
- Ph.D., Business, University of Kansas, Lawrence, Kansas, 2003
- M.S., Operations Research, Lancaster University, Lancaster, England, 1995
- B.S., Industrial Engineering, Bogazici University, Istanbul, Turkey, 1994
Experience:
- Distinguished Research Professor, Southern Illinois University Edwardsville, 2021 – Present
- Professor, Department of Economics & Finance, Southern Illinois University Edwardsville, 2016–2021
- Graduate Program Director, Department of Economics & Finance, Southern Illinois University Edwardsville, 2013–2018
- Associate Professor, Department of Economics & Finance, Southern Illinois University Edwardsville, 2009–2016
- Assistant Professor, Department of Economics & Finance, Southern Illinois University Edwardsville, 2003–2009
Latest Publications:
- Niu, Z., Demirer, R., Suleman, T., Zhang, H. (2023). Cross-sectional return dispersion and stock market volatility: Evidence from high-frequency data. Journal of Forecasting, forthcoming.
- Ali, S., Badshah, I., Demirer, R. (2023).The drivers of anti-herding behavior in the U.S. hedge fund industry and its implications on expected returns. Journal of Economic Behavior and Organization 211, 31-48.
- Cepni, O., Demirer, L., Pham, R., Rognone, L. (2023). Climate uncertainty and information transmissions across the conventional and ESG assets. Journal of International Financial Markets, Institutions & Money 83, 101730.
Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries
Areas of Interest: Investments Asset Pricing Energy & Commodity Markets Emerging Markets Education: Ph.D., Business, University of Kansas,... Read More
November, 2014
Working PapersDo Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?
Areas of Interest: Investments Asset Pricing Energy & Commodity Markets Emerging Markets Education: Ph.D., Business, University of Kansas,... Read More
December, 2013
Working Papers