Sales Management

Tyler J. Brough

**** ***** *** **** *****: 801-***-****

North Logan, Utah 84341 Email: ********@*****.***

Qualifications Summary

Financial economist specializing in empirical market microstructure and applied econometrics. Proven

ability to effectively implement quantitative research. Strong data analysis and econometric skills.

Proficient in C++, Python, R, MATLAB, SAS, and Linux/UNIX. Experience managing financial data,

particularly high-frequency transactions data, in both industry and academic settings.

Education

Ph.D. Finance, University of Arizona, 2010.

M.S. Finance, University of Illinois at Urbana–Champaign, 2004.

B.S. Economics, Brigham Young University, 2000.

Experience

Utah State University, Huntsman School of Business, Department of Economics and Finance

Assistant Professor, August 2010 – Present.

University of Arizona

Research Assistant, August 2005 – July 2010.

Instructor, Summer 2007 & Summer 2008.

Russell Investment Group

Quantitative Analyst, June 2004 – July 2005.

Brigham Young University, Marriott School of Business, Department of Finance

Research Associate, January 2000 – August 2003.

Fields of Research Interest

Market Microstructure, Derivatives Markets, Applied Econometrics, and Computational Methods

Research

Publications

Blau, B., and Brough, T. (2012). Short Sales and Option Listing Decisions.

Forthcoming at Financial Management.

Blau, B., Brough, T., Smith, J., and Stephens, N. (2012) Short Sales and Auditor Dismissals,

forthcoming at the Journal of Accounting, Auditing, and Finance.

Tyler J. Brough 2

Blau, B., Brough, T., and Thomas, D. (2012). Corporate Lobbying and the 2008 Troubled Asset Relief

Program. forthcoming at the Journal of Banking and Finance

Blau, B., and Brough, T. (2012). After Hours Short Selling,

forthcoming at Journal of Economics and Business

Blau, B., and Brough, T. (2012). Short Sales, Stealth Trading, and the Suspension of Price Tests,

Quarterly Review of Economics and Finance 52, 38–48.

Blau, B., and Brough, T. (2012). Concentrated Short-Selling Activity: Bear Raids or Contrarian Trading?,

International Journal of Managerial Finance 8, 187–203.

- Special Issue on Short Selling

- SSRN Top Ten Downloaded Paper List

Blau, B., and Brough, T. (2011). Is the Trading of Inverse ETF’s a Bearish Signal?,

Journal of Trading 6, 32–40.

Papers Under Review

Blau, B., and Brough, T. (2012). Equity Options and the Efficiency of Underlying Stock Prices.

Revise and resubmit status at the Journal of Futures Markets.

Dahl, D., and Brough, T. (2012). Allocation of Authority and Use of Aggregated Information in Hier-

archies. Under review at the Journal of Money, Credit, and Banking.

Blau, B., and Brough, T. (2011). Throwing In The Towel: When Short Sellers Fail to Deliver Price

Reversals. Under review at the Review of Quantitative Finance and Accounting.

Blau, B., and Brough, T. (2011). Analyzing the Substitutability of Short Sales and Bearish Option

Activity. Under review at the Journal of Derivatives.

Working Papers

Brough, T. (2010). An Empirical Analysis of Institutional Liquidity Trading.

Blau, B., Brough, T., and Zhang, Y. (2011). Intraday Trading by Informed Short Sellers.

Works In Progress

Brough, T., and Harper, M. (2013). Pricing American–Style Options with Parallel Sequential Monte

Carlo.

Brough, T., and Blau, B. (2012). Measuring Pricing Error in Modern Financial Markets.

Brough, T., Blau, B., and Welker, A. (2012). Intraday Volatility and Leveraged ETF Rebalancing.

Brough, T. (2012). Computational Econometrics With the D Programming Language.

Invited for submission at the Journal of Applied Econometrics.

Brough, T. (2012) Teaching Derivatives Markets with the R Programming Language.

Pedagogical paper intended for submission to the Journal of Financial Education.

Tyler J. Brough 3

Teaching Experience

Utah State University

FIN 4460 – Investments, Fall 2010.

ECN 7310 – Econometrics I, Fall 2010.

ECN 7320 – Econometrics II, Spring 2011.

ECN 6330 – Applied Econometrics, Spring 2011.

FIN 3400 – Corporate Finance, Summer 2011, Summer 2012 & Summer 2013.

FIN 4480 – Derivatives Markets, Fall 2011, Fall 2012 & Fall 2013.

FIN 6470 – Derivatives Markets, Spring 2012.

FIN 6320 – Computational Methods, Spring 2012.

University of Arizona

Finance 909 – Master’s Report, Summer 2008.

Finance 909 – Master’s Report, Summer 2007.

Conference and Seminar Presentations

Equity Options and the Efficiency of Underlying Stock Prices

The Multinational Finance Conference, Krakow, Poland. June, 2012.

The Financial Management Association Meeting, Atlanta, GA. October, 2012.

Short Sales and Option Listing Decisions

The Financial Management Association Meeting, Denver, CO. October, 2011.

Throwing In the Towel: When Short Sellers Fail to Deliver Price Reversals

The Financial Management Association Meeting, Denver, CO. October, 2011.

Throwing In the Towel: When Short Sellers Fail to Deliver Price Reversals

Utah State University, Department of Economics and Finance. October, 2011.

An Empirical Analysis of Institutional Liquidity Trading

Utah State University, Department of Economics and Finance, April, 2010.

The University of Arizona, Department of Finance, April, 2010.

Dimensional Fund Advisors, Austin, TX, February, 2010.

The Financial Management Association Doctoral Student Consortium, Reno, NV, October, 2009.

Academic Service

Advising

Master of Science in Financial Economics

Tyler J. Brough 4

Alex Bylund – Law student at Washington and Lee University, 2012.

Adam Welker – Doctoral student at Pennsylvania State University, 2012.

Yan Zhang – Doctoral student at the University of Utah, 2012.

Brian Roseman – Doctoral student at the University of Mississippi, 2012.

Abdullah Masud – Doctoral student at Purdue University, 2012.

Lacy Christiansen – Royal Bank of Scotland, 2012.

Todd Griffith – Wells Fargo Bank, 2012.

Ryan Silverster, 2012.

Juan Guilliani, 2012.

Master of Science in Economics

Dallin Alldredge – Doctoral student at the University of Tennessee, 2010.

Ashley Funk, Ernst & Young, 2011.

Conference Participation

Discussant, Multinational Finance Conference, 2012.

Discussant, Financial Management Association, 2012.

Honors and Awards

Utah State University, Jon M. Huntsman School of Business

Undergraduate Research Mentor of the Year, 2012.

Utah State University, Department of Economics and Finance

Undergraduate Research Mentor of the Year, 2012.

Skills

Computing Skills

C++, Python, R, MATLAB, Linux/UNIX, SAS, Bloomberg APIs, and L TEX

A

Data

TAQ, Bloomberg, OPRA, CRSP, Compustat

Last updated: September 19, 2013

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