J. Mack Robinson College of Business at Georgia State University

Scott Murray is an Assistant Professor at the Robinson College of Business. Scott’s Ph.D. is from Baruch College, City University of New York (CUNY). He earned a M.A. from Columbia University in Statistics and a B.A. from Swarthmore College in Mathematics and Computer Science. Prior to pursuing his doctorate, Scott spent six years working as a portfolio and risk manager for several hedge funds in New York City.

Scott’s research is in empirical asset pricing, with a focus on the equity, equity option, and bond markets. He is interested in understanding the important rational and behavioral drivers of expected security returns, especially the effects of skewness, tail risk, downside/disaster risk, lottery demand, and regulation.

His work has been published in prestigious academic journals such as the Journal of Financial Economics and the Journal of Financial and Quantitative Analysis.