Roberto Gomez Cram
Assistant Professor of Finance (on leave from London Business School)
PhD (Wharton)
Dr Roberto Gomez-Cram’s research interests include asset pricing, applied time series econometrics and investments. Dr Roberto previously worked as an Assistant Economist at the Central Bank of Mexico. He holds a PhD in Finance from the Wharton School at the University of Pennsylvania.
- rgomezcram@london.edu
- +44 (0)20 7000 8206
2024
Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices
Bianchi F; Gómez-Cram R; Kung H
Review of Financial Studies 2024 In Press
2023
Measuring the Expected Effects of the Global Tax Reform
Gomez-Cram R; Olbert M
Review of Financial Studies 2023 Vol 36:12 p 4965-5011
Threats to Central Bank Independence: High-Frequency Identification with Twitter
Bianchi F; Gomez-Cram R; Kind T; Kung H
Journal of Monetary Economics 2023 Vol 135 p 37-54
2022
Late to Recessions: Stocks and the Business Cycle
Gomez-Cram R
Journal of Finance 2022 Vol 77:2 p 923-966
Real-time price discovery via verbal communication: Method and application to Fedspeak
Gomez-Cram R; Grotteria M
Journal of Financial Economics 2022 Vol 143:3 p 993-1025
2021
How important are inflation expectations for the nominal yield curve?
Gomez-Cram R; Yaron A
Review of Financial Studies 2021 Vol 34:2 p 985-1045
Real-time Price Discovery via Verbal Communication: Method and Application to Fedspeak
Cram R G; Grotteria M
Social Sciences Research Network
2018
Stock return predictability: riding the risk premium
Gomez-Cram R
Social Sciences Research Network
Teaching portfolio
Our teaching offering is updated annually. Faculty and programme material are subject to change.