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, International Finance
  • Daniel Andrei and Michael Hasler. (Forthcoming). Investor Attention and Stock Market Volatility. Review of Financial Studies, Winner of the SIX Swiss Exchange Best Paper Award, SGF Conference, Zurich 2013. [ Link ]
  • -- Working Paper: Daniel Andrei and Julien Cujean. (2014). Information Percolation, Momentum, and Reversal. [ Link ]
  • -- Working Paper: Daniel Andrei, Bruce Carlin, and Michael Hasler. (2014). Model Disagreement and Economic Outlook. Winner of the WRDS Best Paper Award at the NFA 2014. [ Link ]
  • -- Working Paper: Daniel Andrei. (2013). Information Percolation Driving Volatility. [ Link ]
  • -- Working Paper: Daniel Andrei and Michael Hasler. (2014). Optimal Asset and Attention Allocation. [ Link ]
  • -- Working Paper: Daniel Andrei and Olivier Ledoit. (2014). The Redistributive Effects of Monetary Policy.