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. (February 2014). Investor Attention and Stock Market Volatility. Conditionally accepted at the Review of Financial Studies. (Winner of the SIX Swiss Exchange Best Paper Award, SGF Conference, Zurich 2013). [ Download ]
  • Daniel Andrei and Julien Cujean. (January 2014). Information Percolation, Momentum, and Reversal. Revise and Resubmit at the Review of Financial Studies. [ Download ]
  • Daniel Andrei. (February 2013). Information Percolation Driving Volatility. Submitted. [ Download ]
  • Daniel Andrei, Bruce Carlin, Michael Hasler. (May 2014). Model Disagreement and Economic Outlook. Submited. [ Download ]