Ali Sharifkhani

About

Ali Sharifkhani is an Assistant Professor of Finance at the D’Amore-McKim School of Business at Northeastern University. His major research focus in finance explores the connections between labor markets and financial markets. Sharifkhani has taught courses in Financial Management and Capital Market Theory. His industry experience includes working in various research positions at institutions such as the International Monetary Fund, Neuberger Berman, and Freddie Mac. He holds a Ph.D. in Finance from the University of Toronto, a Master of Science in Finance from George Washington University, a Master of Science in Electrical Engineering from the University of Alberta, and a Bachelor of Science in Electrical Engineering from the University of Tehran. Sharifkhani has received several awards, including the 2017 Rotman School of Management teaching excellence award and the 2021 D’Amore McKim School of Business Teaching Innovation & Excellence Award.

Research topics

• Computer Science
• Business
• Economics
• Computer Security
• Financial economics
• Virology
• Labour economics
• Mathematics
• Physics
• Industrial organization

Selected publications

• Feedback loops in industry trade networks and the term structure of momentum profits

  Journal of Financial Economics · 2021 · 20 citations

  1st authorCorresponding
  PublisherDOI

• Essays in Empirical Asset Pricing

  TSpace · 2019-03-01

  dissertationOpen access1st authorCorresponding

  In my dissertation, I study different channels through which shocks in the real economy can affect financial asset returns. The first chapter studies immigration policy shocks as a source of risk in the financial markets. Using a comprehensive set of data on H-1B visa petitions, I construct an occupation-level measure for labor market competition between skilled immigrant and local workers. I find that stocks of firms with a high share of labor for which skilled immigrants are close substitutes…

  PublisherOA PDF

• Sectoral Labor Reallocation and Return Predictability

  RePEc: Research Papers in Economics · 2018-01-01

  preprintSenior author

  Sectoral labor reallocation shocks change the optimal allocation of workers across industries. We find that a proxy for this type of labor market shocks has very strong and robust predictive power for future stock market returns. In predictive regressions, the one-year out-of-sample R2 is as high as 14.88%. We propose a production-based asset pricing model that links the return predictability to time-varying labor adjustment costs. When human capital is tied to the industry, hiring workers from…

  Publisher

Frequent coauthors

• Xiaofei Zhao

  3 shared

• Raymond Kan

  University of Toronto

  2 shared

• Xiaoji Lin

  2 shared

• Esther Eiling

  2 shared

• Mikhail Simutin

  2 shared

• Jack Favilukis

  2 shared

• Gao Jing

  Harbin University of Science and Technology

  1 shared

• Joon Woo Bae

  Case Western Reserve University

  1 shared

Awards & honors

• D'Amore McKim School of Business Teaching Innovation Award (…
• Canadian Securities Institute Research Foundation Ph.D. Scho…
• Rotman School of Management Teaching Excellence Award (2018)
• Canada Graduate Scholarship – Michael Smith Foreign Study Su…
• Joseph-Armand Bombardier Canada Graduate Scholarship (SSHRC-…

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