I am an assistant professor of finance at the London Business School. My research interests include asset pricing and investments.

Click here to view my CV
(last updated: Oct. 2021)

e-mail: rgomezcram@london.edu
LBS link


Published papers

How Important are Inflation Expectations for the Nominal Yield Curve?
     with Amir Yaron.
     Review of Financial Studies, Volume 34, Issue 2, February 2021, Pages 985–1045,

Late to Recessions:  Stocks and the Business Cycle
     [Journal] [SSRN]

     Journal of Finance, Volume 77, Issue 2, April 2022, Pages 809-1431.

Real-time Price Discovery via Verbal Communication: Method and Application to Fedspeak
      with Marco Grotteria. 
Journal]  [SSRN]  
     Journal of Financial EconomicsVolume 143, Issue 3, March 2022, Pages 993–1025 

Working papers

Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices [SSRN]
     with Francesco Bianchi and Howard Kung 
 Revise and resubmit at the Review of Financial Studies

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

Measuring the Effects of the Global Tax Reform - Evidence from High-frequency Data [SSRN]
     with Marcel Olbert
     First version: March 2022  --  Last revised: September 2022

Threats to Central Bank Independence: High-Frequency Identification with Twitter [Link]
     with Francesco BianchiThilo Kind 
and Howard Kung 
     Revise and resubmit at the Journal of Monetary Economics