Robert Ready


Assistant Professor of Finance

Simon School of Business 

University of Rochester

[vita] [contact]


Research Interests:


Asset Pricing, International Finance, Macrofinance, Commodities




Forthcoming Papers:


Commodity Trade and the Carry-Trade: A Tale of Two Countries

(With Nikolai Roussanov and Colin Ward) [pdf]

Forthcoming: Journal of Finance


    Best Paper at 2014 Utah Winter Finance Conference 

    Winner of the 2015 AQR Insight Prize


    Conference Presentations:  2013 CEPR, 2013 SED, 2013 WFA, NBER AP Summer Institute 2014, 2014 AEA,2014 AFA, 2014 Utah Winter Finance Conference


Oil Prices and the Stock Market [pdf]

Online Appendix [pdf]

Conditionally Accepted: Review of Finance


    Conference Presentations: EFA 2014



Working Papers:


Oil Consumption, Economic Growth and Oil Futures [pdf]

Online Appendix [pdf]

Submitted: Under Review

   

    Conference Presentations: 2015 Oklahoma Energy Finance Conference, 2016 AFA Meetings


Currency Risk factors in a Recursive Multi-Country Economy

(with Ricardo Colacito, Mariano Croce, and Federico Gavazzoni) [pdf]

Revise and Resubmit: Journal of Finance

   

    Conference Presentations: 2015 AEA, 2015 Macrofinance Society Meetings, 2015 NBER Summer Institute International AP, 2015 Econometric Society World Congress, 2016 AFA Meetings


Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution

(With Eric Gilje and Nikolai Roussanov) [pdf]


    Conference Presentations: 2015 NBER Commodity Meeting, 2015 Oklahoma University Energy Finance Conference, 2015 Econometric Society World Conference, 2016 AFA Meetings, 2016 NBER Asset Pricing Conference


After the Tide: Commodity Currencies and Global Trade

(with Nikolai Roussanov and Colin Ward) [pdf]

Invited Submission at JME


    Conference Presentations: 2016 Carnegie-Rochester-NYU Conference




Work in Progress:


The Impacts of Financial Trading in Commodity Futures: A Microstructure Perspective

(with Mark Ready)




Teaching:


Financial Institutions (FNCE 430)


Fixed Income Securities (FNCE 448)