Assistant professor of Finance, University of Florida
Twitter, SSRN, Google Scholar
Ph.D. in Finance from the Wharton School, University of Pennsylvania.
BA., MA. in Economics and Financial Management from ITAM
My research covers topics in Asset Pricing, Machine Learning and Textual Analysis.
Please check my papers, awards, or media sections.
Click here to view my CV. (updated November 2025)
What If Option Closing Prices Were Trustworthy? A Machine Learning Approach
joint with Mahendrarajah Nimalendran and Matthew Son
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Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models (Revise and Resubmit)
joint with Yuehua Tang
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Follow the Pipeline: Anticipatory Effects of Proposed Regulations New!
joint with Suzanne Chang and Joseph Kalmenovitz
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Peer-Reviewed Theory Does Not Help Predict the Cross-section of Stock Returns New!
joint with Andrew Y. Chen and Tom Zimmerman
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Textual Analysis of Short-seller Research Reports, Stock Prices, and Real Investment
joint with Jules H. van Binsbergen and Xiao Han
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Do Common Factors Really Explain the Cross-Section of Stock Returns?
joint with Nikolai Roussanov
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Demand-Driven Risk and the Cross-Section of Expected Returns
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Risk Factors That Matter: Textual Analysis of Risk Disclosures for the Cross-Section of Returns (Revise and Resubmit)
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Man vs. Machine Learning: The Term Structure of Earnings Expectations and
Conditional Biases, The Review of Financial Studies, Volume 36, Issue 6, June 2023, Pages 2361–2396
joint with Jules H. van Binsbergen and Xiao Han
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Why Do Managers Disclose Risks Accurately? Textual Analysis, Disclosures, and
Risk Exposures, Economic Letters, Volume 204, July 2021
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Non-Standard Errors, Journal of Finance, Forthcoming
as part of the #fincap project
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PIXIU: A Large Language Model, Instruction Data and Evaluation Benchmark for Finance
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Alejandro Lopez Lira 