Professor Dennis studies investments, with a focus in derivative securities (securities such as options whose value is tied to another underlying security such as the price of Apple stock), market microstructure (the study of the fundamental mechanisms by which securities are traded), and the effect of institutional investors on markets. He teaches courses in investments and fixed income securities.
Professor Dennis has presented his work at national conferences sponsored by The American Finance Association, Western Finance Association, European Finance Association, Financial Management Association, and Nasdaq. He has published his work in such journals as The Journal of Finance; Journal of Financial and Quantitative Analysis; Journal of Futures Markets; Financial Review; Advances in Futures and Options Research; and Financial Analysts Journal. He is actively collaborating on joint research projects with colleagues at the University of Virginia as well as the University of Georgia, Arizona State University, Rice University, and the Securities and Exchange Commission.
For detailed information on Professor Dennis' research, please visit his personal Web Page.