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

6

DOWNLOADS
Rank 18,497

SSRN RANKINGS

Top 18,497

in Total Papers Downloads

4,112

SSRN CITATIONS

5

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

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 1,136 (28,127)

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equity risk premia, business cycles

2.

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

Journal of Financial Economics (JFE), Vol. 143, No. 3, 2022, Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 71 Posted: 23 Jun 2020 Last Revised: 05 Jan 2022
Roberto Gomez Cram and Marco Grotteria
London Business School and London Business School
Downloads 845 (42,661)
Citation 1

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

3.

Measuring the Effects of the Global Tax Reform - Evidence from High-frequency Data

Number of pages: 73 Posted: 11 Mar 2022 Last Revised: 02 Sep 2022
Roberto Gomez Cram and Marcel Olbert
London Business School and London Business School - Department of Accounting
Downloads 834 (43,407)

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International tax reform, asset prices, regulation, tax avoidance, tax competition, high-frequency identification

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

Number of pages: 55 Posted: 12 Apr 2021 Last Revised: 02 Sep 2022
Francesco Bianchi, Roberto Gomez Cram and Howard Kung
Johns Hopkins University, London Business School and London Business School
Downloads 558 (72,473)

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Asset pricing, political news, social media, high-frequency identification.

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

NBER Working Paper No. w28749
Number of pages: 56 Posted: 03 May 2021 Last Revised: 22 Jul 2022
Francesco Bianchi, Howard Kung and Roberto Gomez Cram
Johns Hopkins University, London Business School and London Business School
Downloads 6 (909,955)
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Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices

CEPR Discussion Paper No. DP16034
Number of pages: 57 Posted: 14 May 2021 Last Revised: 04 Feb 2022
Francesco Bianchi, Roberto Gomez Cram and Howard Kung
Johns Hopkins University, London Business School and London Business School
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Citation 1
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Asset Pricing, High-Frequency Identification, partisanship, social media

5.

The Value of Software

Number of pages: 59 Posted: 18 Oct 2022
Collin Dursteler, Roberto Gomez Cram and Alastair Lawrence
London Business School, London Business School and London Business School
Downloads 445 (96,383)

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Software valuation, asset pricing, investor expectations, portfolio theory

6.

Do market prices reflect biased information? Evidence from voluntary corporate disclosures

Number of pages: 59 Posted: 11 Mar 2022 Last Revised: 15 Jul 2022
Roberto Gomez Cram and Marco Grotteria
London Business School and London Business School
Downloads 288 (155,545)

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High-frequency identification, price discovery, market efficiency, management forecasts, disclosure quality