Bryan R. Routledge

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Associate Professor of Finance

  • Queen's University at Kingston - B. Comm. - 1987
  • University of British Columbia - Ph.D. - 1996
Areas of Expertise:
  • Finance
Teaching and Research Interests:
  • Financial theory, adaptive or evolutionary models of learning, information and asset prices, computational models of boundedly rational agents, corporate finance, commodity derivatives, venture capital.
Website and/or personal homepage:

Published Papers: 
  • Model Uncertainty and Liquidity
    Review of Economic Dynamics 65, 2010.
    (with: Stanley Zin)

  • From Tweets to Polls: Linking Text Sentiment to Public Opinion Time Series
    In Proceedings of the International AAAI Conference on Weblogs and Social Media, Washington, DC, May, 2010.
    (with: Brendan O'Connor, Ramnath Balasubramanyan, Noah Smith)

  • Generalized Disappointment Aversion and Asset Prices
    Journal of Finance, forthcoming.
    (with: Stanley Zin)

  • Predicting Risk from Financial Reports with Regression
    NAACL-HLT, June 2009.
    (with: Shimon Kogan, D. Levin, J. Sagi, N. Smith)

  • Exotic Preferences for Macroeconomists
    NBER Macroeconomics 19, Forthcoming 2004.
    (with: David K. Backus, Stanley Zin)

  • Social Capital and Growth
    Journal of Monetary Economics 50(1), 2003.
    (with: Joachim von Amsberg)

  • Project Assignment Rights and Incentives for Eliciting Ideas
    Management Science 48(7), 2002; 886-899.
    (with: Anil Arya, Jonathan Glover)

  • Genetic Algorithm Learning to Choose and Use Information
    Macroeconomic Dynamics 5, 2001; 303-325.

  • Equilibrium Forward Curves for Commodities
    Journal of Finance 55(3), 2000; 1297-1338.
    (with: Duane Seppi, Chester Spatt)

  • Adaptive Learning in Financial Markets
    Review of Financial Studies 12(5), 1999; 1165-1202.

Working Papers: 
  • The Cyclical Component of US Asset Returns
    December, 2008.
    (with: David K. Backus, Stanley Zin)

  • The Term Structure of Oil Prices, Bond Prices, and Monetary Policy
    June, 2008.

  • Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies,
    January, 2008.
    (with: Jaime Casassus, Pierre Collin-Dufresne)

  • Endogenous Counter - Cyclical Risk Aversion and the Cross Section
    August, 2007.
    (with: Anastasiya Ostrovnaya, Stanley Zin)

  • Who Holds Risky Assets
    June, 2007.
    (with: D. Backus, Stanley Zin)

  • The Spark Spread: An equilibrium model of the Cross-Commodity Price Relationships in Electricity
    December, 1998.
    (with: Chester Spatt, Duane Seppi)

  • Co-Evolution and Spatial Interaction
    January, 1997.

  • Endogenous Social Capital
    January, 1997.
    (with: Joachim von Amsberg)

  • "The Economics of the Prisoner's Dilemma: A Background"
    in P. Danielson (ed.) Modeling Rationality, Morality and Evolution, 92-118, Cambridge: Oxford University Press, (1998).

  • Northern Finance Association/Toronto Society of Financial Analysts Best Paper on Capital Market Research - 2009
  • George Leland Bach Teaching Award - 2004
  • Western Finance Association - GSAM Award - 2004
  • Nominated for Smith Breeden Award - 2000
  • Roman Weil Prize, GSIA - 2000
  • BP America Research Chair, GSIA - 1998-1999
  • Roger Murray Award, Institute for Quantitative Research - 1998
  • George Leland Bach Masters Teaching Award, GSIA - 1998
Editorial Boards:
  • Critical Financial Review (Associate Editor), 2010-
  • Journal of Finance and Quantitative Analysis (Associate Editor), 2004-
  • Management Science (Associate Editor), 2001-2009
Other Professional Activities:
  • Member of the Canadian Institute of Chartered Accountants
Courses Taught:
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