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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: March. 2023)  Google Scholar   LBS link


Published papers

Roberto Gomez Cram
Assistant Professor of Finance, London Business School

Measuring the Expected Effects of the Global Tax Reform  [SSRN]
     with M. Olbert
Review of Financial Studies, forthcoming

Late to Recessions:  Stocks and the Business Cycle  [Journal] [SSRN]
     Journal of Finance, 2022

Threats to Central Bank Independence: High-Frequency Identification with Twitter [Journal] [Link]
     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 [Journal]  [SSRN]
      with M. Grotteria. 

     Journal of Financial Economics,  2022

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

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

The Value of Software [SSRN]
     with A. Lawrence
        First version: July 2022  --  Last revised: April 2023

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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