Always clear, concise, and insightful.
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Michael Gorman, Ph.D., is an Associate Teaching Professor of Finance and the Undergraduate Analytics Program Director in the Department of Finance at Sacred Heart University’s Jack Welch College of Business and Technology. His academic background includes a Ph.D. in Finance from Rutgers University completed in 2016, an M.Sc. in Statistics from Purdue University in 2007, and a B.Sc. in Management Science from Lancaster University in the UK in 2005. Transitioning from industry to academia, Gorman previously held consulting positions at Deloitte and Ernst & Young, where he tackled big data issues for pharmaceutical firms, particularly in sales and marketing analytics. He joined Sacred Heart University following his doctoral studies at Rutgers.
At Sacred Heart, Gorman delivers courses on financial management and international financial management to undergraduate and graduate students. His research interests lie in asset pricing, with a particular emphasis on anomalies such as momentum. His 2016 dissertation, "Essays on Measuring Asset Pricing Anomalies," explored whether momentum trading remains profitable in the US stock market and critiqued prior measurement methodologies for potential biases. Prominent publications feature "Does bitcoin still enhance an investment portfolio in a post Covid-19 world?" (Finance Research Letters, 2024, with W.K. Hughen), "Analyzing Performance Under ASC 842" (Strategic Finance, 2020, with B.M. Lyons and B.M. Tarasovich), which examines the impact of new leasing rules on key financial metrics, and "Dynamic Interactions Between Central European Currencies and the Euro" (Economic Systems, 2020, with L.T. Orlowski and M.H. Roessler). Recent works include explorations into debt treatment in WACC for airlines and equity impacts of railroad safety. Gorman earned the Fisher-Long-Whitcomb Award for teaching excellence at Rutgers University and was promoted to his current associate teaching professor rank in May 2025.
