Andy Neuhierl
Assistant Professor of Finance
Area of Expertise:
Econometrics, Monetary Policy, Asset Pricing, Finance/Investments
Selected Publications:
- "Frequency Dependent Risk", Journal of Financial Economics, 644-675, with R. Varneskov, 2021
- "Dissecting Characteristics Nonparametrically", Review of Financial Studies, Issue 5, 2326-2377, with J. Freyberger, M. Weber, 2020
- "Monetary Policy Communication, Policy Slope, and the Stock Market", Journal of Monetary Economics, 140-155, with M. Weber, 2019
- "Arbitrage Portfolios", Review of Financial Studies, 2813–2856, with S. Kim, R. Korajczyk, 2021
- "Market Reaction to Corporate Press Releases", Journal of Financial and Quantitative Analysis, 1207-1240, with A. Scherbina, B. Schlusche, 2013
- "Data Snooping and Market-Timing Rule Performance", Journal of Financial Econometrics, 550-581, with B. Schlusche, 2011
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Andreas Neuhierl joined the Olin Business School in 2020. He received his PhD and MS in Finance from Northwestern (Kellogg). Prior to joining Olin, he was on the faculty of the university of Notre Dame and held visiting appointments and the Booth School of Business at the University of Chicago. His research interest include empirical asset pricing, financial econometrics, macroeconomics and commodity markets. Specifically, recent research has examined the role of monetary policy for equity markets and the use of machine learning methods for financial prediction problems.
Andy Neuhierl's Home Page
Email: andreas.neuhierl@wustl.edu
PhD 2015, Northwestern University
Dr. rer. pol. 2009, University of Ausburg
Diplom 2005, University of Ausburg
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