Kevin Crotty is an Associate Professor of Finance. His research studies the relationship between information and valuations in financial markets and how to evaluate performance of intermediaries such as equity analysts, mutual funds, and hedge funds. His scholarly work is published in The Journal of Finance, The Review of Financial Studies, The Journal of Financial and Quantitative Analysis, Economics Letters, and The Review of Asset Pricing Studies. In addition to numerous presentations at universities and conferences, Kevin has been invited to present his research at leading asset managers including PanAgora Asset Management, Man Numeric, and Fidelity, as well as the Federal Reserve Board, the Securities and Exchange Commission, and the Treasury’s Office of Financial Research. He has received the Award for Excellence in Research at Rice Business. Kevin’s teaching focuses on translating financial theory into practice with an emphasis on (1) equity and fixed income valuation modeling and (2) portfolio construction and evaluation. Prior to his doctoral studies, Kevin earned a master’s degree in accounting from the Kenan-Flagler Business School at the University of North Carolina and worked in corporate accounting for IBM. He holds a Ph.D. in finance from Northwestern University’s Kellogg School of Management.

Clifton Green joined Goizueta Business School in 1999 after completing his PhD at NYU where he taught 1998-1999. His research interests include investments and market microstructure, with an emphasis on behavioral finance. Clifton's research has been featured in the Wall Street Journal, The New York Times, Financial Times, and on CNBC television. At Goizueta, Clifton serves teaches the core Corporate Finance class in the BBA program and Behavioral Finance in the PhD program. He has also taught Security Analysis and Portfolio Management in the MBA program.

Samuel M. Hartzmark is a professor in the Seidner Department of Finance at the Boston College Carroll School of Management. He studies asset pricing and behavioral finance and his research has appeared in the Quarterly Journal of Economics, Journal of Finance, Review of Financial Studies, the Journal of Financial Economics, the Quarterly Journal of Finance, and the Review of Asset Pricing Studies. He has received a number of awards including the DFA prize for best asset pricing paper published in the Journal of Finance; the Exeter prize (the first finance paper to win); the AQR Insight Award; best paper Utah Winter FInance Conference; the Jack Treynor prize; the Research Affiliates Best Paper Award; the Moskowitz Prize; the BNP Paribas Best Paper Award, the Charles Brandes Prize; Best Paper in the Review of Asset Pricing Studies; 2nd prize Fama-DFA award for best paper in asset pricing research in the Journal of Financial Economics; the Hillcrest Behavioral Finance Award in 2015 and 2018; the UBS Global Asset Management Award; the Michael J. Barclay young scholar award; the SIX Best Paper Award Swiss Society for Financial Market Research; and he was a finalist for the 2014 AQR Insight award. His work has been covered by a variety of media outlets including CNBC, Forbes, The Wall Street Journal, and Bloomberg among others.

Lea Stern is an Assistant Professor in the Finance and Business Economics Department at the Foster School of Business, University of Washington and Carol Batchelder Endowed Finance Faculty Fellow. Her research leverages machine learning to study inefficiencies in economic agents’ decision making in corporate finance and private equity. Her works have been published in the Review of Financial Studies, Journal of Financial Intermediation, Journal of Financial and Quantitative Analysis, American Economic Review: Papers and Proceedings, and Journal of Corporate Finance. She is a co-organizer for the AI & Big Data in Finance Research Forum.