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.


Measuring the Expected Effects of the Global Tax Reform

Gomez-Cram R; Olbert M

Review of Financial Studies 2023 Online first

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


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


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


Late to Recessions: Stocks and the Business Cycle

Gomez-Cram R

Working Paper


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.