Lopez Lira, Alejandro
Education All years
- PhD, University of Pennsylvania, 2020
News All Articles
- 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’...
- 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...
- Meet Warrington’s new faculty for 2021 — August 26, 2021 — The Warrington College of Business is proud to welcome six new faculty members to campus in the 2021-2022 academic year. Learn more about th...
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
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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
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Do Common Factors Really Explain the Cross-Section of Stock Returns?
Status: Working PaperAuthors: Alejandro Lopez-Lira, Nikolai Roussanov
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Follow the Pipeline: Anticipatory Effects of Proposed Regulations
Status: Working PaperAuthors: Suzanne Chang, Joseph Kalmenovitz, Alejandro Lopez-Lira
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Peer-Reviewed Theory Does Not Help Predict the Cross-section of Stock Returns
Status: Working PaperAuthors: Andrew Chen, Alejandro Lopez-Lira, Tom Zimmerman
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Textual Analysis of Short-seller Research Reports, Stock Prices, and Real Investment
Status: Working PaperAuthors: Jules van Binsbergen, Xiao Han, Alejandro Lopez-Lira
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Risk Factors That Matter: Textual Analysis of Risk Disclosures for the Cross-Section of Returns
Status: 1st Revise and ResubmitAuthor: Alejandro Lopez-Lira
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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