Alejandro Lopez Lira

Alejandro Lopez Lira

Assistant Professor

(352) 392-4896  |  Email

Contact details

University of Florida
Warrington College of Business
Finance, Insurance and Real Estate Department
Stuzin Hall 305

Education All years

  • PhD, University of Pennsylvania, 2020

News All articles

Courses taught Last 3 years

  • Finance Research Workshop (FIN7938)
  • Special Topics in Finance (FIN6930)

PhD students advised Last 3 years

  • Blake Jackson — 2021 — 2025
  • Alireza Mousakhani — 2022 — 2023

Book publications Last 5 years

  • The Predictive Edge
    Status: Published
    Published Year: 2024
    Author: Alejandro Lopez-Lira

Conference proceeding publications Last 5 years

Journal article publications Last 5 years

  • What If Option Closing Prices Were Trustworthy? A Machine Learning Approach
    Status: Working Paper
    Journal: SSRN Electronic Journal
    Published Year: 2023
    Authors: Alejandro Lopez-Lira, Mahendrarajah Nimalendran, Matthew Son
  • Peer-Reviewed Theory Does Not Help Predict the Cross-section of Stock Returns
    Status: Submitted
    Authors: Andrew Chen, Alejandro Lopez-Lira, Tom Zimmerman
  • Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models
    Status: 1st Revise and Resubmit
    Authors: Alejandro Lopez-Lira, Yuehua Tang
  • Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases
    Status: Published
    Journal: Review of Financial Studies, The
    Published Year: 2023
    Authors: Jules van Binsbergen, Xiao Han, Alejandro Lopez-Lira
  • Do Common Factors Really Explain the Cross-Section of Stock Returns?
    Status: Working Paper
    Authors: Alejandro Lopez-Lira, Nikolai Roussanov
  • Follow the Pipeline: Anticipatory Effects of Proposed Regulations
    Status: Working Paper
    Authors: Suzanne Chang, Joseph Kalmenovitz, Alejandro Lopez-Lira
  • Textual Analysis of Short-seller Research Reports, Stock Prices, and Real Investment
    Status: Working Paper
    Authors: Jules van Binsbergen, Xiao Han, Alejandro Lopez-Lira
  • Nonstandard Errors
    Status: Published
    Journal: The Journal of Finance
    Published Year: 2023
    Authors: ALBERT MENKVELD, ANNA DREBER, FELIX HOLZMEISTER, JUERGEN HUBER, MAGNUS JOHANNESSON, MICHAEL KIRCHLER, SEBASTIAN NEUSÜß, MICHAEL RAZEN, UTZ WEITZEL, DAVID ABAD‐DÍAZ, MENACHEM ABUDY, TOBIAS ADRIAN, YACINE AIT‐SAHALIA, OLIVIER AKMANSOY, JAMIE ALCOCK, VITALI ALEXEEV, ARASH ALOOSH, LIVIA AMATO, DIEGO AMAYA, JAMES ANGEL, ALEJANDRO AVETIKIAN, AMADEUS BACH, EDWIN BAIDOO, GAETAN BAKALLI, LI BAO, ANDREA BARBON, OKSANA BASHCHENKO, PARAMPREET BINDRA, GEIR BJØNNES, JEFFREY BLACK, BERNARD BLACK, DIMITAR BOGOEV, SANTIAGO CORREA, OLEG BONDARENKO, CHARLES BOS, CIRIL BOSCH‐ROSA, ELIE BOURI, CHRISTIAN BROWNLEES, ANNA CALAMIA, VIET CAO, GUNTHER CAPELLE‐BLANCARD, LAURA ROMERO, MASSIMILIANO CAPORIN, ALLEN CARRION, TOLGA CASKURLU, BIDISHA CHAKRABARTY, JIAN CHEN, MIKHAIL CHERNOV, WILLIAM CHEUNG, LUDWIG CHINCARINI, TARUN CHORDIA, SHEUNG‐CHI CHOW, BENJAMIN CLAPHAM, JEAN‐EDOUARD COLLIARD, CAROLE COMERTON‐FORDE, EDWARD CURRAN, THONG DAO, WALE DARE, RYAN DAVIES, RICCARDO BLASIS, GIANLUCA NARD, FANY DECLERCK, OLEG DEEV, HANS DEGRYSE, SOLOMON DEKU, CHRISTOPHE DESAGRE, MATHIJS DIJK, CHUKWUMA DIM, THOMAS DIMPFL, YUN DONG, PHILIP DRUMMOND, TOM DUDDA, TEODOR DUEVSKI, ARIADNA DUMITRESCU, TEODOR DYAKOV, ANNE DYHRBERG, MICHAŁ DZIELIŃSKI, ASLI EKSI, IZIDIN KALAK, SASKIA ELLEN, NICOLAS EUGSTER, MARTIN EVANS, MICHAEL FARRELL, ESTER FELEZ‐VINAS, GERARDO FERRARA, EL FERROUHI, ANDREA FLORI, JONATHAN FLUHARTY‐JAIDEE, SEAN FOLEY, KINGSLEY FONG, THIERRY FOUCAULT, TATIANA FRANUS, FRANCESCO FRANZONI, BART FRIJNS, MICHAEL FRÖMMEL, SERVANNA FU, SASCHA FÜLLBRUNN, BAOQING GAN, GE GAO, THOMAS GEHRIG, ROLAND GEMAYEL, DIRK GERRITSEN, JAVIER GIL‐BAZO, DUDLEY GILDER, LAWRENCE GLOSTEN, THOMAS GOMEZ, ARSENY GORBENKO, JOACHIM GRAMMIG, VINCENT GRÉGOIRE, UFUK GÜÇBILMEZ, BJÖRN HAGSTRÖMER, JULIEN HAMBUCKERS, ERIK HAPNES, JEFFREY HARRIS, LAWRENCE HARRIS, SIMON HARTMANN, JEAN‐BAPTISTE HASSE, NIKOLAUS HAUTSCH, XUE‐ZHONG HE, DAVIDSON HEATH, SIMON HEDIGER, TERRENCE HENDERSHOTT, ANN HIBBERT, ERIK HJALMARSSON, SETH HOELSCHER, PETER HOFFMANN, CRAIG HOLDEN, ALEX HORENSTEIN, WENQIAN HUANG, DA HUANG, CHRISTOPHE HURLIN, KONRAD ILCZUK, ALEXEY IVASHCHENKO, SUBRAMANIAN IYER, HOSSEIN JAHANSHAHLOO, NAJI JALKH, CHARLES JONES, SIMON JURKATIS, PETRI JYLHÄ, ANDREAS KAECK, GABRIEL KAISER, ARZÉ KARAM, EGLE KARMAZIENE, BERNHARD KASSNER, MARKKU KAUSTIA, EKATERINA KAZAK, FEARGHAL KEARNEY, VINCENT KERVEL, SAAD KHAN, MARTA KHOMYN, TONY KLEIN, OLGA KLEIN, ALEXANDER KLOS, MICHAEL KOETTER, ALEKSEY KOLOKOLOV, ROBERT KORAJCZYK, ROMAN KOZHAN, JAN KRAHNEN, PAUL KUHLE, AMY KWAN, QUENTIN LAJAUNIE, F. LAM, MARIE LAMBERT, HUGUES LANGLOIS, JENS LAUSEN, TOBIAS LAUTER, MARKUS LEIPPOLD, VLADIMIR LEVIN, YIJIE LI, HUI LI, CHEE LIEW, THOMAS LINDNER, OLIVER LINTON, JIACHENG LIU, ANQI LIU, GUILLERMO LLORENTE, MATTHIJS LOF, ARIEL LOHR, FRANCIS LONGSTAFF, Alejandro Lopez-Lira, SHAWN MANKAD, NICOLA MANO, ALEXIS MARCHAL, CHARLES MARTINEAU, FRANCESCO MAZZOLA, DEBRAH MELOSO, MICHAEL MI, ROXANA MIHET, VIJAY MOHAN, SOPHIE MOINAS, DAVID MOORE, LIANGYI MU, DMITRIY MURAVYEV, DERMOT MURPHY, GABOR NESZVEDA, CHRISTIAN NEUMEIER, ULF NIELSSON, MAHENDRARAJAH NIMALENDRAN, SVEN NOLTE, LARS NORDEN, PETER O'NEILL, KHALED OBAID, BERNT ØDEGAARD, PER ÖSTBERG, EMILIANO PAGNOTTA, MARCUS PAINTER, STEFAN PALAN, IMON PALIT, ANDREAS PARK, ROBERTO PASCUAL, PAOLO PASQUARIELLO, LUBOS PASTOR, VINAY PATEL, ANDREW PATTON, NEIL PEARSON, LORIANA PELIZZON, MICHELE PELLI, MATTHIAS PELSTER, CHRISTOPHE PÉRIGNON, CAMERON PFIFFER, RICHARD PHILIP, TOMÁŠ PLÍHAL, PUNEET PRAKASH, OLIVER‐ALEXANDER PRESS, TINA PRODROMOU, MARCEL PROKOPCZUK, TALIS PUTNINS, YA QIAN, GAURAV RAIZADA, DAVID RAKOWSKI, ANGELO RANALDO, LUCA REGIS, STEFAN REITZ, THOMAS RENAULT, REX RENJIE, ROBERTO RENO, STEVEN RIDDIOUGH, KALLE RINNE, PAUL RINTAMÄKI, RYAN RIORDAN, THOMAS RITTMANNSBERGER, IÑAKI LONGARELA, DOMINIK ROESCH, LAVINIA ROGNONE, BRIAN ROSEMAN, IOANID ROŞU, SAURABH ROY, NICOLAS RUDOLF, STEPHEN RUSH, KHALADDIN RZAYEV, ALEKSANDRA RZEŹNIK, ANTHONY SANFORD, HARIKUMAR SANKARAN, ASANI SARKAR, LUCIO SARNO, OLIVIER SCAILLET, STEFAN SCHARNOWSKI, KLAUS SCHENK‐HOPPÉ, ANDREA SCHERTLER, MICHAEL SCHNEIDER, FLORIAN SCHROEDER, NORMAN SCHÜRHOFF, PHILIPP SCHUSTER, MARCO SCHWARZ, MARK SEASHOLES, NORMAN SEEGER, OR SHACHAR, ANDRIY SHKILKO, JESSICA SHUI, MARIO SIKIC, GIORGIA SIMION, LEE SMALES, PAUL SÖDERLIND, ELVIRA SOJLI, KONSTANTIN SOKOLOV, JANTJE SÖNKSEN, LAIMA SPOKEVICIUTE, DENITSA STEFANOVA, MARTI SUBRAHMANYAM, BARNABAS SZASZI, OLEKSANDR TALAVERA, YUEHUA TANG, NICK TAYLOR, WING THAM, ERIK THEISSEN, JULIAN THIMME, IAN TONKS, HAI TRAN, LUCA TRAPIN, ANDERS TROLLE, M. VADUVA, GIORGIO VALENTE, ROBERT NESS, AURELIO VASQUEZ, THANOS VEROUSIS, PATRICK VERWIJMEREN, ANDERS VILHELMSSON, GRIGORY VILKOV, VLADIMIR VLADIMIROV, SEBASTIAN VOGEL, STEFAN VOIGT, WOLF WAGNER, THOMAS WALTHER, PATRICK WEISS, MICHEL WEL, INGRID WERNER, P. WESTERHOLM, CHRISTIAN WESTHEIDE, HANS WIKA, EVERT WIPPLINGER, MICHAEL WOLF, CHRISTIAN WOLFF, LEONARD WOLK, WING‐KEUNG WONG, JAN WRAMPELMEYER, ZHEN‐XING WU, SHUO XIA, DACHENG XIU, KE XU, CAIHONG XU, PRADEEP YADAV, JOSÉ YAGÜE, CHENG YAN, ANTTI YANG, WOONGSUN YOO, WENJIA YU, YIHE YU, SHIHAO YU, BART YUESHEN, DARYA YUFEROVA, MARCIN ZAMOJSKI, ABALFAZL ZAREEI, STEFAN ZEISBERGER, LU ZHANG, S. ZHANG, XIAOYU ZHANG, LU ZHAO, ZHUO ZHONG, Z. ZHOU, CHEN ZHOU, XINGYU ZHU, MARIUS ZOICAN, REMCO ZWINKELS
  • Risk Factors That Matter: Textual Analysis of Risk Disclosures for the Cross-Section of Returns
    Status: 1st Revise and Resubmit
    Author: Alejandro Lopez-Lira
  • Why Do Managers Disclose Risks Accurately? Textual Analysis, Disclosures, and Risk Exposures
    Status: Published
    Journal: Economic Letters
    Published Year: 2021
    Author: Alejandro Lopez-Lira