My research interests include asset pricing and investments. I received my Ph.D. in Finance from Wharton in 2019.

CV (last updated: Oct. 2022)  Google Scholar   LBS link
e-mail: rgomezcram@london.edu

Rgomezcram.jpg

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 [Link]
     with F. Bianchi,  T. Kind and H. Kung 
     
Journal of Monetary Economics, Conditionally accepted

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 StudiesRevise 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