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My research interests include asset pricing and investments. I received my Ph.D. in Finance from Wharton in 2019.
CV (last updated: Jan. 2023) Google Scholar LBS link
e-mail: rgomezcram@london.edu
Published papers
How Important are Inflation Expectations for the Nominal Yield Curve? [Journal]
with A. Yaron
Review of Financial Studies, Volume 34, Issue 2, February 2021, Pages 985–1045,
Roberto Gomez Cram
Assistant Professor of Finance, London Business School
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 [Journal] [SSRN]
with M. Grotteria.
Journal of Financial Economics, Volume 143, Issue 3, March 2022, Pages 993–1025
Threats to Central Bank Independence: High-Frequency Identification with Twitter [Journal] [Link]
with F. Bianchi, T. Kind and H. Kung
Journal of Monetary Economics, forthcoming.
Working papers
Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices [SSRN]
with F. Bianchi and H. Kung
Review of Financial Studies, Revise and resubmit
Measuring the Effects of the Global Tax Reform - Evidence from High-frequency Data [SSRN]
with M. Olbert
Review of Financial Studies, Revise and resubmit
Do market prices reflect biased information? Evidence from voluntary corporate disclosures [SSRN]
with M. Grotteria.
First version: December 2021 -- Last revised: July 2022
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