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Tie  Su

Tie Su

Associate Professor, Finance

Biography

Associate Professor of Finance and the Academic Director of the MBA program at the University of Miami Herbert Business School. He holds a bachelor’s degree in statistics from Beijing University, a master’s degree in statistics and a Ph.D. in finance from the University of Missouri – Columbia. Dr. Su specializes in security valuation, financial derivatives, investments, and wealth management. His research work has appeared in the Journal of Financial Economics, Journal of Business, Journal of Financial and Quantitative Analysis, Management Science, Financial Management, among others. Dr. Su has taught courses in Corporate Finance, Derivative Securities, Fixed Income, Wealth Management, and International Finance. He is a CFA charterholder and has been a subject matter expert (SME) in CFA professional review since 1996, and a financial consultant in multiple corporations, banks, law firms, and educational institutions. He is an active member of the Financial Management Association, American Finance Association, and the CFA Society in Miami, Florida.

Research Interests

Option pricing and hedging; asset valuation; and market microstructure

Featured Publications

  • “Weak and Semi-Strong Form Stock Return Predictability Revisited,” (with Wayne Ferson and Andrea Heuson), Management Science

    "Discretionary Reductions in Warrant Exercise Prices," Journal of Financial Economics (coauthor with Howe)

    "How the Equity Market Responds to Unanticipated Events," Journal of Business (coauthor with Patel and Brooks)

    "A Simple Cost Reduction Strategy for Liquidity Traders: Trade at the Opening," Journal of Financial and Quantitative Analysis (coauthor with Brooks)

Teaching and Professional Experience

  • Associate Professor, Finance, Miami Herbert Business School, 2002 - Present
  • Assistant Professor, Finance, University of Miami School of Business Administration, 1996 - 2002
  • Instructor, University of Missouri-Columbia, 1996

Specialties

  • Financial options and futures
  • Derivative securities
  • Investments

Degrees

  • Ph.D., Finance, University of Missouri at Columbia, 1995
  • Statistics, University of Missouri at Columbia, 1991
  • B.S., Statistics, Beijing University, 1989

Honors and Awards

  • Excellence in Teaching Award, University of Miami School of Business Administration, 2016, 2015
  • Faculty Research Mentor of the Year, University of Miami School of Business Administration, 2016
  • Finalist, Professor of the Year, University of Miami School of Business Administration, 2003, 2002
  • Best Paper Award, NTU International Conference in Finance, 2012
  • Chicago Board of Trade (CBOT) Futures and Options Paper Award, Midwest Finance Association, 1996
  • Excellence in Teaching Award, University of Missouri, 1995
  • Dissertation Proposal Grant, American Association of Individual Investors, 1995
  • Investments Paper Award, American Association of Individual Investors, 1995
  • Investments Paper Award, American Association of Individual Investors, 1994
Tie  Su

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