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Charles Favreau, PhD

Associate Professor | Duquesne University
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Research Statement

Favreau Research Statement.pdf

The effect of tripping the us equity market-wide circuit breaker on liquidity: evidence from the coronavirus selloff, with Ryan Garvey, The Journal of Investing, 2023

Non-positive spreads and trading venue halts: Are investors harmed? with Ryan Garvey, Finance Research Letters, 2022

The effects of layoffs and plant closings on manufacturers' market value,'' with Ryan Atkins, International Journal of Production Economics, 2022

The limitations of estimating implied densities from option prices, with Austin Shelton and Hayden Kane, Quantitative Finance, 2021

What causes the disposition effect? Evidence from corporate Insiders, with Ryan Garvey, Journal of Behavioral Finance, 2021

The (Under) Performance of Hedge Fund ETFs, with Austin Shelton and Hayden Kane, The Journal of Alternative Investments, 2020

An examination of cross-market arbitrage, with Ryan Garvey, Journal of Applied Business and Economics, 2019

Duquesne University
902 Rockwell Hall 
600 Forbes Avenue
Pittsburgh, PA 15282
Cell: 407-232-3525
Email: favreauc@duq.edu 

© 2023 Charles Favreau

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