Robert Ready


Assistant Professor of Finance

Simon School of Business 

University of Rochester

[vita] [contact]


Research Interests:


Asset Pricing, International Finance, Macrofinance, Commodities



Working Papers: 


Oil Prices and the Stock Market [pdf]

Online Appendix [pdf]

Revise and Resubmit: Review of Finance


    Conference Presentations: EFA 2014 


Commodity Trade and the Carry-Trade: A Tale of Two Countries.  (With Nikolai Roussanov and Colin Ward) [pdf]

Revise and Resubmit: 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 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]

Submitted: Under Review

   

    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


Work in Progress:


The Impacts of Financial Trading in Commodity Futures: A Microstructure Perspective (with Mark Ready)


After the Tide: Commodity Currencies and Global Trade (with Nikolai Roussanov and Colin Ward)

Accepted for 2016 Carnegie-Rochester Conference


Not For Publication:


Oil Prices and Long-Run Risk.  [pdf]





Teaching:


Financial Institutions (FNCE 430)


Fixed Income Securities (FNCE 448)