I am an assistant professor of finance at the McIntire School of Commerce – University of Virginia. My primary research areas are innovation and R&D, and the impact of information on investor behavior. I am also interested in computational and machine learning methods in Finance. I currently teach Intermediate Corporate Finance.

A new draft of “Revisiting Roll’s R2 Puzzle” is now available! We show that Roll’s R2 puzzle ceases to hold following the passage of selective disclosure regulation in the US and EU.

Robert Parham

McIntire School of Commerce

University of Virginia

380 Rouss & Robertson Halls

Charlottesville, VA 22903