Skip to Main Content

Steven Freund

Steven Freund Photo
Steven Freund, Ph.D. Finance Department Chair, Associate Professor
  • College
    Manning School of Business
  • Department
    Management (Finance)
  • Phone
    978-934-2818
  • Fax
    978-934-2064
  • Office
    Pasteur Hall 318
  • Email

Expertise

Equity options, security markets and corporate finance

Research Interests

Corporate finance, equity options, and security markets.

Education

  • Ph.D.: Finance, (1989), Leonard N. Stern School of Business, New York University - New York, NY
    Dissertation/Thesis Title: Option Pricing in Imperfect Markets
  • MBA, (1980), University of Connecticut - Storrs, CT
  • BS: Management Engineering, (1972), Rensselaer Polytechnic Institute - Troy, NY

Biosketch

Steven Freund is Associate Professor of Finance, Manning School of Business at The University of Massachusetts Lowell. His research articles have appeared in the Journal of Financial and Quantitative Analysis, Journal of Corporate Finance, Financial Management, Journal of Banking and Finance, Journal of Derivatives, Quarterly Review of Economics and Finance, and the Journal of Financial Research.

Selected Publications

  • Freund, S., Nguyen, N.H., Phan, H.V. (Accepted 2021), Shareholder Litigation and Corporate Social Responsibility. Journal of Financial and Quantitative Analysis.
  • Freund, S., Nguyen, H.T., Phan, H.V., Tang, H.T. (2021). CEO Inside Debt and Internal Capital Market Efficiency. Journal of Corporate Finance, 68.
  • Freund, S., Latif, S., Phan, H.V. (2018). Executive Compensation and Corporate Financing Policy: Evidence from CEO Inside Debt. Journal of Corporate Finance, 50 484-504.
  • Oztekin, A., Kizilaslan, R., Freund, S., Iseri, A. (2016). A Data Analytic Approach to Forecasting Daily Stock Returns in an Emerging Market. European Journal of Operational Research, 253(3) 697–710.
  • Bouges, J.C., Freund, S. (2014). The Effect of Voluntary Adviser Registration on Hedge Fund Performance. Oxford Journal: An International Journal of Business & Economics, 9(1).
  • John, K., Freund, S., Nguyen, D., Vasudevan, G.K. (2010). Investor Protection and Cross-Border Acquisitions of Private and Public Targets. Journal of Corporate Finance, 16(3) 259-275.
  • Freund, S., Nguyen, D., Vasudevan, G.K. (2008). Target-country shareholder protection and acquirer returns. Financial Management 36(4) 143.
  • Freund, S., Prezas, A.P., Vasudevan, G.K. (2003). Operating Performance and Free Cash Flow of Asset Buyers. Financial Management, 32(4) 87.
  • Freund, S., Webb, G. (1999) “Recent Growth in Nasdaq Trading Volume and Its Relation to Market Volatility,” Journal of Financial Research, vol. 22, no. 4, (Winter 1999), pp. 489 - 501.
  • Chu, S., Freund, S. (1996). Volatility estimation for stock index options: A GARCH approach. Quarterly Review of Economics and Finance, 36 431-450.
  • Freund, S., McCann D., Webb, G. (1994) A Regression Analysis of the Effects of Option Introduction on Stock Variances, Journal of Derivatives, vol. 1, no. 3, 25 - 38.
  • Figlewski, S., Freund, S. (1994). The pricing of convexity risk and timedecay in options markets. Journal of Banking and Finance, 18 73-91.