Michela Verardo

Associate Professor of Finance

Research interests

• Empirical asset pricing
• Market efficiency
• Behavioural finance
• Mutual funds and hedge funds

Selected papers

• Heterogeneous Beliefs and Momentum Profits, 2009, Journal of Financial and Quantitative Analysis 44, 795-822.

• Institutional Trade Persistence and Long-term Equity Returns, with Amil Dasgupta and Andrea Prat, 2011, Journal of Finance 66, 635-653.

• The Price Impact of Institutional Herding, with Amil Dasgupta and Andrea Prat, 2011, Review of Financial Studies 24, 892-925.

• Does beta move with news?: firm-specific information flows and learning about profitability, with Andrew Patton, 2012, Review of Financial Studies, 25, 2789-2839

Teaching

• Office Hours (internal LSE access only)

Lectures/classes

• FM300 Corporate Finance, Investments and Financial Markets
  Current students click here for course information

• FM406 Topics in Portfolio Management
  Current students click here for course information

Other webpages

• Dr Michela Verardo's Personal webpage