I'm always on the lookout for new finance-related blogs that are run by academics. As I've lamented many times, there simply aren't that many.
But, here are a couple of interesting ones run not by professors, but by students. Since it's a worthwhile endeavor, I thought they were worth highlighting.
The first, Shai Dardashti on Grahamian Value is run by a U. Of Maryland student and is devoted to value investing. Being at UM, he'll get good training (he's a finance major, and they have an absolutely outstanding department there), and the blog should give him a lot of visibility. He's off to a good start, and has a lot of interesting links to value-investing resources.
The second, Fiscal Times, is run by two students (at Cornell and Princeton). They've only been doing this for a short while, but they seem ambitions and also have some interesting posts up there.
Running a blog is costly (in terms of time and effort) if you want to do it right. But, it has many benefits. First, if it's any good, it will give you exposure, which is very important when you get out on the job market. Second, if you're going to update it regularly, it will force you to keep up with the market in particular and with current events in general. This can only help you when you get to the interview stage. Finally, putting things down on "paper" forces you to think (and communicate) clearly. We think we understand something, but once we write it down, we often find out we don't.
good luck (and good blogging), gentlemen.