Dr Beat Reber

Senior Lecturer in Accounting and Financial Management

Room: B057
Phone: +44 (0)114 222 3394
Email: beat.reber@sheffield.ac.uk
 

Biography

Beat holds a BBA (Switzerland), an MBA (UCE), a PGCHE (Nottingham), and a PhD (Nottingham). Before joining the School of Management in October 2018, he worked as a Lecturer at Nottingham University Business School. His previous work experience also includes employment in industry.

Teaching Interests

Beat is a Fellow of the Higher Education Academy (HEA). His teaching experience spans Undergraduate, MSc, and MBA modules. Beat’s teaching focus includes a variety of core finance subjects, such as Financial Management and Corporate Finance, as well as more specialised subjects, including Financial Markets and Fixed Interest Investment. He has used his research to inform his teaching on his modules to extend textbook material and to enhance the learning experience for students. Using his research as part of his teaching has led to a number of postgraduate research supervisions.

Research Interests

Beat’s research interests revolve around firms transitioning from private to public ownership, including initial public offerings (IPOs), venture capital, private equity, and market risk. His work also involves artificial intelligence applications in the area of finance.

PhD Supervision

Beat would welcome proposals from potential doctoral students wishing to work in the field of initial public offerings (IPOs), venture capital, private equity, and market risk. He would also be very interested in supervising projects on artificial intelligence applications in the area of finance.

Recent Publications

Reber, Beat (2017) Does mispricing, liquidity or third-party certification contribute to IPO downside risk? International Review of Financial Analysis, Vol.51, pp. 25-53.

Reber, Beat and Dev Vencappa (2016) Deliberate premarket underpricing and aftermarket mispricing: New insights on IPO pricing. International Review of Financial Analysis, Vol.44, pp. 18-33.

Reber, Beat (2014) Estimating the risk-return profile of new venture investments using a risk-neutral framework and ‘thick’ models. European Journal of Finance, Vol.20(4), pp. 341-360.