Originally from California, Light earned a BA in mathematics from Columbia University, an MA in economics from Central European University, and a PhD in finance from Temple University. His research interests are asset pricing anomalies and M&A. His research has been published in The Review of Financial Studies (RFS). In his spare time, he enjoys soccer and scuba diving.
- TEMPLE UNIVERSITY, Fox School of Business, Philadelphia, PA 2014
- TEMPLE UNIVERSITY, Fox School of Business, Philadelphia, PA 2008
- Master of Arts in Financial Engineering
- CENTRAL EUROPEAN UNIVERSITY, Budapest, Hungary 2005
- Master of Arts in Economics
- COLUMBIA UNIVERSITY, Columbia College, NY, NY 2000
- Bachelor of Arts in Mathematics, Minor in History (cum laude)
- Corporate Finance
- Mergers & Acquisitions
- Asset Pricing Anomalies
Aggregation of information about the cross section of stock returns: A latent variable approach.
The Review of Financial Studies (RFS), April 2017
Co-authored with Denys Maslov and Oleg Rytchkov