Rate My Professor Jeff Stark

Stark's academic interests center on asset pricing, mutual fund performance and strategies, exchange-traded funds and notes, investor attention, information diffusion, and behavioral aspects including gender differences in financial decision-making. He employs natural language processing techniques to analyze market information flows. Notable publications include "Twitter activity, investor attention, and the diffusion of information" with David Rakowski and Sara E. Shirley (Financial Management, 2021), "The use of ETFs in internationally-focused mutual funds" with D. Eli Sherrill and Sara E. Shirley (Quarterly Journal of Finance, 2021), "ETF use among actively managed mutual fund portfolios" (Journal of Financial Markets, 2020), "Decomposing mutual fund alpha into security selection and security weighting" (Journal of Empirical Finance, 2019), "Finding information in obvious places: Work connections and mutual fund investment ideas" (Journal of Financial Markets, 2023), and "Gender, learning, and earnings estimate accuracy" (Journal of Financial Markets, 2023). Stark has earned the E.W. “Wink” Midgett Distinguished Research Award (Jones College of Business, 2020), WRDS Outstanding Empirical Paper Award (Southern Finance Association, 2019), and Financial Management Top Paper Editor’s Choice (2021). He frequently presents at conferences such as the Financial Management Association Annual Meeting and Southern Finance Association meetings.