Education All years
- PhD, University of Pennsylvania, 2020
News All Articles
- Market speculators get an edge through finance professor’s new book — August 28, 2024 — With constant developments in the field of finance, it can be tricky to predict what’s coming next. Fortunately, Alejandro Lopez-Lira, ass...
- Can human market investors beat the algorithms? — November 6, 2023 — Are the algorithms something that people in the know could game? If insiders see specific things happening and they know some sort of action...
- ChatGPT is better at predicting how stocks will react to news headlines than traditional models, new study shows — April 17, 2023 — ChatGPT can't see the future, but it already has value for investors looking to predict future moves in the stock market. That's according...
- ChatGPT may be able to predict stock movements, finance professors show — April 13, 2023 — In a new working paper, Assistant Professor Alejandro Lopez-Lira and Emerson-Merrill Lynch Associate Professor Yuehua Tang find that large l...
- Win the Race for Higher Risk-adjusted Stock Returns — April 3, 2023 — A new paper co-authored by Assistant Professor Alejandro Lopez-Lira and Wharton’s Nikolai Roussanov uses machine learning to construct inv...
Courses taught Last 3 years
- Ai and Machine Learning (FIN7938)
- Empirical Asset Pricing-Invest (FIN7938)
- Financial Modeling (FIN6930)
PhD students advised Last 3 years
- Blake Jackson — 2021 — 2024
- Alireza Mousakhani — 2022 — 2023
Journal article publications Last 5 years
- Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases Status: PublishedJournal: Review of Financial Studies, ThePublished Year: 2023Authors: Jules van Binsbergen, Xiao Han, Alejandro Lopez-Lira
- Do Common Factors Really Explain the Cross-Section of Stock Returns? Status: Working PaperAuthors: Alejandro Lopez-Lira, Nikolai Roussanov
- Follow the Pipeline: Anticipatory Effects of Proposed Regulations Status: Working PaperAuthors: Suzanne Chang, Joseph Kalmenovitz, Alejandro Lopez-Lira
- Peer-Reviewed Theory Does Not Help Predict the Cross-section of Stock Returns Status: Working PaperAuthors: Andrew Chen, Alejandro Lopez-Lira, Tom Zimmerman
- Textual Analysis of Short-seller Research Reports, Stock Prices, and Real Investment Status: Working PaperAuthors: Jules van Binsbergen, Xiao Han, Alejandro Lopez-Lira
- Risk Factors That Matter: Textual Analysis of Risk Disclosures for the Cross-Section of Returns Status: 1st Revise and ResubmitAuthor: Alejandro Lopez-Lira
- Why Do Managers Disclose Risks Accurately? Textual Analysis, Disclosures, and Risk Exposures Status: PublishedJournal: Economic LettersPublished Year: 2021Author: Alejandro Lopez-Lira
Contact and other resources
University of Florida
Warrington College of Business
Finance, Insurance and Real Estate Department
Stuzin Hall 305
(352) 392-4896