Torben Andersen
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Torben Andersen

Nathan S. and Mary P. Sharp Professor of Finance, Department Chair of Finance

Kellogg Faculty Page →

What Will It Take to Regulate the Stock Markets?

Better data and better cooperation are needed.

Researchers: Torben Andersen

January 5, 2015

Finance & Accounting

Volatile Assets

Why we know less about bonds than we thought

Researchers: Torben Andersen and Luca Benzoni

July 2, 2012

The Trouble with VPIN

New economic indicator fails to live up to its promises

Researchers: Torben Andersen and Oleg Bondarenko

Currency Exchange Rates

Micro effects of macro announcements

Researchers: Torben Andersen, Tim Bollerslev, Francis X. Diebold and Clara Vega

August 1, 2009

Finance & Accounting

The VIX, CIV, and MFIV

Measuring up the accuracy of option-based predictors of volatility

Researchers: Torben Andersen and Oleg Bondarenko

September 1, 2008

Finance & Accounting