- PhD, Finance , Florida State University, 2008
- BA, Math, Capital University, 2004
- BA, Economics, Capital University, 2004
- Associate Professor and Chair, Ohio University, 2013–Present
- Assistant Professor, Ohio University, 2008–2013
- Fodor, A., Delisle, J., Diavatopoulos, D., Krieger, K. (2017). Anchoring and Probability Weighting in Option Prices. Journal of Futures Markets, forthcoming.
- Fodor, A., Stowe, D., Stowe, J. (2017). Option Implied Dividends Predict Dividend Cuts: Evidence from the Financial Crisis. Journal of Business, Finance, and Accounting, forthcoming.
- Fodor, A., Gokkaya, S. (2014). Implied Volatility and Floatation Costs of SEO’s. Journal of Business and Finance, 47, 88-101.
- Fodor, A., Jiang, D., and Doran, J. (2013). Implied Volatility Spreads and Option Returns. Review of Asset Pricing Studies, 258-290.
- Fodor, A., Krieger, K., Mauck, N., and Stevenson, G. (2013) Predicting Extreme Returns and Portfolio Management Implications. Journal of Financial Research, 36(4), 471-492.
- Fodor, A., Diavatopoulos, J., Doran, D., Peterson, S. (2012). The Information Content of Implied Skewness and Kurtosis Changes Prior to Earnings Announcements for Stock and Option Returns. Journal of Banking & Finance, 36(3), 786-802.
- Fodor, A., Stowe, D. and Stowe, J. (2011). The Valuation and Strategic Use of the Recharacterization Option for Traditional to Roth IRA Conversions. Financial Analysts Journal,69(5), 61-75.
- Fodor, A., Doran, J., Krieger, K. (2010). Option Market Efficiency and Analyst Recommendations. Journal of Business, Finance, and Accounting, 37(5-6), 560-590.