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I am an Assistant Professor of Finance at Stern School of Business, New York University. On leave from London Business School.  You can reach me at:

My research interests include asset pricing and investments. I received my Ph.D. in Finance from Wharton.

CV (last updated: Sept. 2023)  Google Scholar  


Roberto Gomez Cram

Working papers

Can U.S. Treasury Markets Add and Subtract?
     with H. Kung and H. Lustig

The Value of Software
     with A. Lawrence, Revise and resubmit, American Economic Review

Published papers

Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices
     with F. Bianchi and H. Kung, 
Review of Financial Studies, accepted

Measuring the Expected Effects of the Global Tax Reform
     with M. Olbert, 
Review of Financial Studies, 2023

Threats to Central Bank Independence: High-Frequency Identification with Twitter
     with F. Bianchi,  T. Kind and H. Kung,  
Journal of Monetary Economics, 2023

Real-time Price Discovery via Verbal Communication: Method and Application to Fedspeak
      with M. Grotteria,  Journal of Financial Economics,  2022

How Important are Inflation Expectations for the Nominal Yield Curve?
     with A. Yaron, Review of Financial Studies, 2021

Work in progress

Do market prices reflect biased information? Evidence from voluntary corporate disclosures
     with M. Grotteria.
     First version: December 2021  --  Last revised: July 2022

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