Terrence M. OBrien

Ph.D. Candidate in Finance

Smeal College of Business

The Pennsylvania State University

TerrenceMOBrien@psu.edu

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.


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.