Room M715, 7/F
Li Ka Shing Tower
Hung Hom, Kowloon
Hong Kong
Daniel Nathan
Assistant Professor of Finance
The Hong Kong Polytechnic University — School of Accounting and Finance
Research focus: I study the plumbing of financial markets: how institutional constraints, settlement mechanics, and capital flow dynamics generate predictable patterns in asset prices.
daniel.nathan@polyu.edu.hk | PolyU Faculty Profile | Download CV
I am an Assistant Professor of Finance at The Hong Kong Polytechnic University (PolyU), which I joined in 2025. My research sits at the intersection of empirical asset pricing and international finance, with a focus on how institutional frictions shape return patterns in equity and currency markets.
Previously, I was a Senior Research Economist in the Monetary Department at the Bank of Israel (2007–2025) and a Visiting Scholar at The Wharton School (2022–2024) sponsored by Itay Goldstein. I completed my PhD in Finance at Tel-Aviv University in 2022. I am affiliated with the Bank of Israel where I am a Research Fellow and I am a member of the Macro Finance Society.
My work has appeared in leading journals, including Management Science, Journal of International Economics, and Review of Asset Pricing Studies.
News
| Jun 4, 2026 | A new version of our paper “The Intramonth Momentum Cycle”, with Matti Suominen and Joni Tasa, is now available, along with an updated internet appendix. |
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| Apr 25, 2026 | Our paper “China Walls”, with Tomy Lee and Chaojun Wang, has been accepted for presentation at the EFA 2026 annual meeting. |
| Apr 7, 2026 | The replication package for “The Intramonth Momentum Cycle” is now available on GitHub. |
| Mar 30, 2026 | Our paper “The Intramonth Momentum Cycle” was covered in Bloomberg Opinion (Matt Levine, Money Stuff), March 30, 2026. |
| Mar 19, 2026 | I will present our paper “China Walls”, with Tomy Lee and Chaojun Wang, at CICF 2026. |