Terrence M. OBrien

I am a Ph.D. candidate in Finance with research interests in empirical asset pricing, specializing in Fintech, Cryptocurrency, and Machine Learning. In my job market paper, I use a novel measure of cryptocurrency volume manipulation based off intra-day order book and trade data to explore the effects volume manipulation has on daily and weekly volatility in a cross sectional analysis of popular cryptocurrency exchanges.

My work was featured at the 2022 FMA Doctoral Student Consortium, the 2022 FMA Annual Meeting, and will be presented at the 2023 EFA Annual Meeting.

Prior to starting my Ph.D. work at Penn State, I earned my Masters in Finance and MBA from the University of Delaware. Before that, I was an economic analyst, and later the Executive Vice President of Operations, for a private American company which bought and sold Chinese government macroeconomic data.

• Current C.V.

• Job Market Paper

• Teaching Experience