Verardo, Michela

Dr Michela Verardo  

Department

Position held

Associate Professor in Finance

 

Experience keywords:

behavioural finance; empirical asset pricing; market efficiency; mutual funds and hedge funds

Sectors and industries to which research relates:

Financial Services

Contact Points

LSE phone number:

+44 (0)20 7849 4634

Publications

2016

Verardo, Michela and Patton, Andrew J. (2016) Company news affects the way in which a stock’s returns co-move with those of other firms LSE Business Review (10 Mar 2016) Blog entry

2012

Patton, Andrew J. and Verardo, Michela (2012) Does beta move with news?: firm-specific information flows and learning about profitability Review of Financial Studies, 25 (9). 2789-2839. ISSN 0893-9454

2011

Dasgupta, Amil and Prat, Andrea and Verardo, Michela (2011) Institutional trade persistence and long-term equity returns Journal of Finance, 66 (2). 635-653. ISSN 0022-1082

Dasgupta, Amil and Prat, Andrea and Verardo, Michela (2011) The price impact of institutional herding Review of Financial Studies, 24 (3). 892-925. ISSN 0893-9454

2009

Patton, Andrew J. and Verardo, Michela (2009) Does beta move with news?: Systematic risk and firm-specific information flows Discussion paper, Financial Markets Group, London School of Economics and Political Science, London, UK.

2007

Dasgupta, Amil and Prat, Andrea and Verardo, Michela (2007) Institutional trade persistence and long-term equity returns Centre for Economic Policy Research, London, UK.

LSE Research Online|

Collection of LSE research outputs

LSE Consulting|

Service providing unique access
to LSE's expertise

Create or update your
online profile
|

[access restricted to staff]

Research highlights|

Short articles about LSE research