Roberto Gomez Cram

London Business School

Assistant Professor

Regent's Park, London NW1 4SA

Regent's Park

London, London NW1 4SA

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

772

SSRN CITATIONS

5

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Real-time Price Discovery via Verbal Communication: Method and Application to Fedspeak

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 71 Posted: 23 Jun 2020 Last Revised: 12 Oct 2021
Roberto Gomez Cram and Marco Grotteria
London Business School and London Business School
Downloads 404 (91,979)
Citation 1

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Price Discovery, Monetary Policy, Federal Reserve, FOMC, Video Data

2.

Late to Recessions: Stocks and the Business Cycle

Journal of Finance, Forthcoming
Number of pages: 98 Posted: 28 Sep 2020 Last Revised: 25 Jun 2021
Roberto Gomez Cram
London Business School
Downloads 244 (159,264)

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equity risk premia, business cycles

Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices

Number of pages: 53 Posted: 12 Apr 2021 Last Revised: 13 Oct 2021
Francesco Bianchi, Roberto Gomez Cram and Howard Kung
Duke University, London Business School and London Business School
Downloads 120 (291,531)

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asset prices, high-frequency identification, social media, partisanship

Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices

NBER Working Paper No. w28749
Number of pages: 54 Posted: 03 May 2021 Last Revised: 18 Oct 2021
Francesco Bianchi, Howard Kung and Roberto Gomez Cram
Duke University, London Business School and London Business School
Downloads 4 (796,232)
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Using Social Media to Identify the Effects of Congressional Partisanship on Asset Prices

CEPR Discussion Paper No. DP16034
Number of pages: 46 Posted: 14 May 2021
Francesco Bianchi, Roberto Gomez Cram and Howard Kung
Duke University, London Business School and London Business School
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Citation 1
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