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Publications in VIVO

García, Diego

Professor and Burridge Chair


Research Areas research areas


research overview

  • Professor García's research interest encompass informational frictions in financial markets, as well as the effect of behavioral biases in asset prices. His work is both theoretical and empirical in nature, and it has been published in leading journals such as the Journal of Finance, the Journal of Financial Economics, the Review of Financial Studies, and the Journal of Economic Theory, among others. Professor García's research received the Michael Brennan award for the best paper published in the Review of Financial Studies.


  • Information economics, financial media, behavioral finance


selected publications


courses taught

  • FNCE 3010 - Corporate Finance
    Primary Instructor - Spring 2021
    Covers the theory and practices governing the management of capital in a business firm. Examines the determinants of capital requirements, methods of obtaining capital, problems of internal financial management and methods of financial analysis.
  • FNCE 4040 - Derivative Securities
    Primary Instructor - Fall 2022 / Fall 2023
    Develops the modern theory of contingent claims in a mathematical framework oriented toward applications. Examines how to use derivatives for risk management and to tailor portfolio payoffs. Provides an in-depth analysis of the properties of options.
  • FNCE 6950 - Master's Thesis
    Primary Instructor - Fall 2023
  • FNCE 7020 - Financial Economics and Research
    Primary Instructor - Spring 2018
    Studies both theoretical models at the intersection of information economics and finance, as well as natural language processing techniques, focused on financial and accounting documents.
  • MBAX 6250 - Derivative Securities
    Primary Instructor - Fall 2018
    Derivatives, like options, futures, forwards, and swaps, encompass all aspects of finance. Topics cover the characteristics, valuation, and trading strategies associated with derivatives as well as their use in risk management.
  • MBAX 6290 - Textual Analysis in Business
    Primary Instructor - Spring 2020 / Spring 2021
    This course will discuss basic ideas around natural language processing (NLP) in research in different "dismal science" disciplines, from Economics to Psychology and Political Science, with a bent/focus on financial markets and accounting statements. The course is meant for graduate students as an introductory course on textual analysis, with an emphasis on methods and applications in Finance and Accounting. The language of choice for the course will be R. The course will be multilingual in that both the faculty and students can use other languages than R (python/perl/C). Recommended prerequisite: MBAC 6060 (minimum grade D-). Same as ACCT 6290.
  • MSBC 5030 - Quantitative Methods
    Primary Instructor - Fall 2019
    Covers foundations for statistical reasoning and statistical applications in business. Topics include graduate level treatment of descriptive statistics, probability, probability distributions, sampling theory and sampling distributions and statistical inference (estimation and hypothesis testing). Provides an introduction to regression analysis, analysis of variance, time series forecasting, decision analysis, index numbers, and nonparametric methods. Heavy use of R programming in course execution.
  • MSBC 5220 - MS Investment Management & Analysis
    Primary Instructor - Fall 2022
    Covers managing investment portfolios by blending academic theories and evidence with practitioner experience. Topics include risk and return relationships, securities, value theory (capital asset, arbitrage, and option pricing), portfolios, and performance evaluations.


International Activities

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