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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: email@example.com
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
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
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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