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Christopher Lamoureux

Member of the Graduate Faculty | Professor, Finance

Finance
Map Page
40+ Publications
4+ Courses

About

Christopher Lamoureux joined the Eller College of Management in 1994. He was appointed the Diamond Professor of Finance in 2005. Previously, he taught at Washington University and Louisiana State University. He earned his PhD in Finance from Syracuse University in 1985. His area of expertise is in the analysis of financial markets.

Research Area

financial analysis, market microstructure, stock market, investment strategies, market volatility, economic trends, financial markets, order book, market transparency, trading behavior

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Recent

Education: BA in Business Administration, August, 1978, University of South Florida. MBA in Finance, August, 1983, Syracuse University. MA in Economic Theory, August, 1984 …

2024
education, finance, economic theory, university

An empirical assessment of characteristics and optimal portfolios

2024
portfolio management, financial analysis, investment strategy, risk assessment, empirical finance

Costs of Capital and Public Issuance Choice

2015
capital, costs, corporate finance

Measuring Private Information in a Specialist Market

2015
information asymmetry, market efficiency, financial economics, information economics, market microstructure

Public information and stale limit orders: The evidence

2014
market microstructure, financial markets, order book, market transparency, trading behavior

There and back again: A stock’s tale

2013
stock market, financial analysis, investment strategies, market volatility, economic trends

Testing Arbitrage Models Without Adding an Error Model: An Application to Cox, Ingersoll, and Ross

2012

Coupon spreads and illiquidity in the market for 10-year Treasury notes

2012

Price formation in options markets

2010

Information in option prices and the underlying asset dynamics

2009

  • Fixed Income: Markets, Instruments, and Strategies

  • Dynamic Asset Pricing Theory

  • Credit Risk Modeling

  • Interest Rate Models

  • Financial Management

Christopher Lamoureux | KMap Profile - Institutional Knowledge Map (KMap)