Ronnie Sadka, PhD
professor - finance department
Dr. Ronnie Sadka is a professor of finance at Boston College’s Carroll School of Management. Professor Sadka’s research focuses on liquidity in financial markets and stock-price modeling. He has developed a unique measure of market liquidity and has demonstrated its importance for understanding the profitability of different trading strategies. His other research uncovers distinct periodic patterns of stock returns both over the calendar year and during a single trading day. His work has appeared in various outlets including the Journal of Finance, the Journal of Financial Economics, and Financial Analysts Journal.
Prior to joining the Finance Department at Boston College, he taught at the University of Chicago (Booth), New York University (Stern), Northwestern University (Kellogg), and the University of Washington (Foster). His industry experience includes Goldman Sachs Asset Management and Lehman Brothers (quantitative strategies). Sadka is currently a member of the economic advisory board of NASDAQ OMX.
Professor Sadka earned a B.Sc (Magna Cum Laude) in industrial engineering and an M.Sc (Summa Cum Laude) in operations research, both from Tel-Aviv University. He received his Ph.D in finance from Northwestern University (Kellogg).