Costello Research Asset Pricing & Valuation

Managers’ attempts to distract investors from bad news have serious implications for market efficiency.

You can tell a lot about a hedge fund’s quality—and long-term performance—from the market climate in which it was launched.
Lin Sun, assistant professor of finance, recently published a paper in Review of Finance that compares hedge funds formed in high-demand, or “hot,” markets to those produced in a “cold” market climate.

Bo Hu, an assistant professor of finance at Mason, is developing new research methods to better capture the intricate, interlinked dynamics of financial markets.

Measuring risk in private equity is notoriously difficult. New research by Mason assistant professor of accounting, Mariia Nykyforovych, suggests that metric-based myopia, and the distorted incentives it creates, are partly responsible. 

A George Mason University professor is working on ways to measure one of the great intangibles of today’s companies: employee talent.