Stephen L. Lenkey
Financial Economist
Office of Asset Management

Education Summary

  • Ph.D. Financial Economics, Carnegie Mellon University, 2012
  • J.D., University of Pittsburgh, 2009
  • M.S.I.A. Finance, Carnegie Mellon University, 2009
  • M.B.A., Carnegie Mellon University, 2007
  • B.S. Microbiology, University of Rochester, 2004

Fields of Interest

  • Asset pricing
  • Information and market efficiency
Financial Economist
Division of Economic and Risk Analysis
U.S. Securities and Exchange Commission
2012–present
Intellectual Property Fellow
Office of Technology Management
University of Pittsburgh
2007
  • Stephen Lenkey, Activist Arbitrage, Lifeboats, and Closed-End Funds, 2012, Review of Finance, Forthcoming.
  • Ivan Ivanov and Stephen Lenkey, Leveraged ETFs, Volatility and the Role of Market Frictions.
  • Stephen Lenkey, Insider Trading and the Short-Swing Profit Rule.
  • Stephen Lenkey, Information-Hedging Disclosures and Insider Trading.
  • Stephen Lenkey, Advance Disclosure of Insider Trading.
  • Stephen Lenkey, The Closed-End Fund Puzzle: Management Fees and Private Information.

Conference Activities

Paper presentation, 2012 SFS Finance Cavalcade
Paper presentation, 2011 AAA Northeast Regional Conference
Paper presentation and discussant, 2011 FMA Conference

University Presentations

U.S. Securities and Exchange Commission, 2012
Indiana University, 2012
Carnegie Mellon University, 2011