Daniel Andrei

Assistant Professor of Finance

Phone: (310) 825-3544


Office C4.20


Daniel Andrei is an assistant professor of finance at UCLA Anderson where he teaches Option Markets. He conducts research in the area of theoretical asset pricing, with a special focus on the role of information in financial markets. In particular, his most recent research explores the impact of the transmission of information through word-of-mouth communication on the dynamics of stock market volatility.


Ph.D. Finance, 2012, University of Lausanne
M.S. Finance, 2006, University of Lausanne
B.A. Economics, 2005, University of Lausanne


General Equilibrium Asset Pricing, Models of Information and Learning, Macro-based Asset Pricing
  • Daniel Andrei and Michael Hasler. (2015). Investor Attention and Stock Market Volatility. Review of Financial Studies 28: 33-72, Winner of the SIX Swiss Exchange Best Paper Award, SGF Conference, Zurich 2013. [ Link ]
  • For working papers:. . [ Link ]