prof_pic.jpg

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

Aug 23, 2026 The replication package for “Anomalies on a Schedule: Month-End Liquidity Demand and the Factor Zoo” is now available on GitHub.
Aug 23, 2026 New working paper: “Anticipated Orders and the Measurement of Stock Demand Elasticity: Evidence from Scheduled Index Rebalances” is now available.
Jul 14, 2026 Matti Suominen will present our paper “The Intramonth Momentum Cycle”, with Joni Tasa, at the Aarhus Finance Forum, August 2-4, 2026.
Jul 13, 2026 Alpha Architect covered our paper “The Intramonth Momentum Cycle”, with Matti Suominen and Joni Tasa, in a research insight by Elisabetta Basilico.
Jun 12, 2026 New working paper: “Anomalies on a Schedule: Month-End Liquidity Demand and the Factor Zoo”, with Matti Suominen, is now available, along with an internet appendix.