Daniel Andrei

Assistant Professor

Phone: (310) 825-3544

daniel.andrei@anderson.ucla.edu

Office C4.20

Biography

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.

Education

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

Interests

General Equilibrium Asset Pricing, Models of Information and Learning, International Finance
  • Daniel Andrei and Michael Hasler. (May 2013). Investors' Attention and Stock Market Volatility. Revise and Resubmit (2nd round) at the Review of Financial Studies. (Winner of the SIX Swiss Exchange Best Paper Award, SGF Conference, Zurich 2013). [ Download ]
  • Daniel Andrei. (January 2013). Information Percolation Driving Volatility. Submitted. [ Download ]
  • Daniel Andrei and Julien Cujean. (May 2013). Information Percolation, Momentum, and Reversal. [ Download ]