Research Expertise and Interest

asset pricing, macroeconomics, econometrics, behavior economics, financial markets

Research Description

Eben Lazarus is an assistant professor of finance at the Haas School of Business. His research interests include asset pricing, macroeconomics, behavioral economics, and econometrics.

Lazarus’s recent research considers how asset prices can be used to provide information about the fundamental structure of the economy, with a particular focus on people’s beliefs and preferences about future risks. For example, why are risky asset prices so volatile, and what can we learn from this volatility about how people update their beliefs when they receive new information? How are shorter-term risks perceived and priced relative to longer-term risks, and how can this help us make sense of stock returns?

Before starting at Haas in July 2023, Lazarus received his PhD in economics from Harvard University, and then served as an assistant professor of finance at the MIT Sloan School of Management.