Education
Ph D in Finance, Carnegie Mellon University, Tepper School of Business, Pittsburgh, PA, 2012-05-01 JD, The University of Pittsburgh, School of Law, Pittsburgh, PA, 2009-12-01 MS in Finance, Carnegie Mellon University, Tepper School of Business, Pittsburgh, PA, 2009-05-01 MBA, Carnegie Mellon University, Tepper School of Business, Pittsburgh, PA, 2008-05-01 BS in Microbiology, The University of Rochester, Rochester, NY, 2004-05-01
Courses Taught
FIN 305 – Financial Mgmt Bus
Development of advanced practices of financial management and their application to decision making in a business firm.
FIN 305W – Financial Mgmt Bus (W)
Development of advanced practices of financial management and their application to decision making in a business firm.
FIN 406 – Sec Anly &Prt Mgmt
Advanced valuation theory; fundamentals of security analysis; portfolio construction and management.
FIN 406 – Security Analysis and Portfolio Management
Advanced valuation theory; fundamentals of security analysis; portfolio construction and management.
Selected Publications
Lenkey S. "The Market Impact of Leveraged ETFs: A Survey of the Literature" Quantitative Finance and Economics, 2024-01-01
Lenkey S., Simin T. T. "A Dynamic Partial Equilibrium Model of Capital Gains Taxation" Journal of Finance and Data Science, vol. 9, 2023-01-01
Lenkey S. "Informed Trading with a Short-Sale Prohibition" Management Science, vol. 67, 2021-01-01
Lenkey S. "Cancellable Insider Trading Plans: An Analysis of SEC Rule 10b5-1" Review of Financial Studies, vol. 32, 2019-01-01
Cui Z., Deng J., Lenkey S. "Revisiting Advance Disclosure of Insider Trading" Economics Letters, vol. 182, 2019-01-01
Ivanov I. T., Lenkey S. "Do Leveraged ETFs Really Amplify Late-Day Returns and Volatility?" Journal of Financial Markets, vol. 41, 2018-01-01
Lenkey S. "Insider Trading and the Short-Swing Profit Rule" Journal of Economic Theory, vol. 169, 2017-01-01
Lenkey S. "Information-Hedging Disclosures and Insider Trading" Journal of Business Finance & Accounting, vol. 43, 2016-11-01
Lenkey S. "The Closed-End Fund Puzzle: Management Fees and Private Information" Journal of Financial Intermediation, vol. 24, 2015-01-01
Lenkey S. "Advance Disclosure of Insider Trading" Review of Financial Studies, vol. 27, 2014-08-01
Tamersoy A., Khalil E., Xie B., Lenkey S., Routledge B. R., Chau D., Navathe S. B. "Large-scale Insider Trading Analysis: Patterns and Discoveries" Social Network Analysis and Mining, vol. 4:201, 2014-06-08
Lenkey S. "Activist Arbitrage, Lifeboats, and Closed-End Funds" Review of Finance, vol. 18, 2014-01-01