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Shmuel Baruch

Shmuel Baruch - No photo available.

Shmuel Baruch

Professor of Finance

 Email Phone CV
baruch@ou.edu(405) 325-5591View CV

Shmuel Baruch is a Professor of Finance and holds the Oklahoma Bankers Chair in Finance at the Michael F. Price College of Business, University of Oklahoma, a position he assumed in 2024. He earned his Ph.D. in Finance from the Olin School of Business at Washington University in St. Louis and an M.Sc. in Theoretical Mathematics from the Weizmann Institute of Science.

Professor Baruch has taught finance at esteemed institutions, including Princeton University, Columbia University, and the London Business School. His research focuses on financial economics, particularly market microstructure, asset pricing, and innovation. His work has been published in leading academic journals such as Econometrica and the Journal of Finance.

Dedicated to the creation and dissemination of knowledge, Professor Baruch continues to contribute to the field through his research, teaching, and mentorship.

 


Education

  • Ph.D. Finance - Olin School of Business, Washington University in St. Louis, 1998
  • M.Sc. Theoretical Mathematics, M.Sc. Thesis in Mathematical Economics -The Weizmann Institute of Science, Israel, 1992
  • Awarded Weizmann Institute prize for M.Sc. thesis
  • B.A. (Cum Laude) Mathematics and Computer Science -The University of Haifa, Israel, 1990

Recent Publications

  • Baruch S. and X. Zhang (2022) "The Distortion in Prices due to Index Investing,” Management Science, Vol 68, 6219-6234.

  • Baruch S. and L. Glosten (2019) “Tail Expectation and Imperfect Competition in Limit Order Book Markets” Journal of Economic Theory, vol 183, 661-697.

  • Baruch S., M. Panayides, and K. Venkataraman (2017) “Informed Trading before Corporate Events: Theory and Evidence” Journal of Financial Economics col. 125, issue 3, 561-588

  • Back, K. and S. Baruch (2013) "Strategic Liquidity Provision in Limit Order Markets," Econometrica, 81, 363-392.

  • Back, K, and S. Baruch (2010) “Kyle Model," in Encyclopedia of Quantitative Finance, Wiley.

Awards

  • Informed Trading before Corporate Events: Theory and Evidence” awarded Best Paper Award, Multinational Finance Society Spring Conference, April 2015
  • Outstanding Teaching Award, Finance Department University of Utah, 2003.
  • Teaching Award, Technion, 2009

About OU's Price College of Business

The University of Oklahoma Michael F. Price College of Business has experienced significant growth over the past five years, becoming OU’s second-largest college with over 5,800 students. The college offers highly ranked undergraduate, master’s, executive and doctoral programs across six academic divisions. More information is available at price.ou.edu