Roberto Gutierrez

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Degree History:

PhD, University of North Carolina, 1999
BS, Tulane University, 1992

Bio:

Ro Gutierrez is an Associate Professor of Finance. His research focuses on the pricing of risky assets, the informational efficiency of the financial markets, and the efficacy of trading strategies. Dr. Gutierrez's research has been published in the Journal of Finance, the Journal of Business, and the Journal of Financial Markets. He holds a BS in mathematics and economics from Tulane University and a PhD in finance from the University of North Carolina. Dr. Gutierrez has taught courses in investments and asset pricing at the undergraduate, MBA, and PhD levels and was previously on the faculty at Texas A&M University.

Asset Pricing
Return Anomalies
Trading of Institutional Money Managers

Journal Articles

Gutierrez, Roberto C., and Eric K. Kelley. "The Long-Lasting Momentum in Weekly Returns." Journal of Finance 63, no. 1: 415-447. https://doi.org/10.1111/j.1540-6261.2008.01320.x.
February 2008
Gutierrez, Roberto C., and Christo A. Prinsky. "Momentum, Reversal, and the Trading Behaviors of Institutions." Journal of Financial Markets 10, no. 1: 48-75. https://doi.org/10.1016/j.finmar.2006.09.002.
February 2007
Cooper, Michael, Roberto C. Gutierrez, and Bill Marcum. "On the Predictability of Stock Returns in Real Time." Journal of Business 78, no. 2: 469-500. https://doi.org/10.1086/427635.
March 2005
Cooper, Michael J., Roberto C. Gutierrez, and Allaudeen Hameed. "Market States and Momentum." Journal of Finance 59, no. 3: 1345-1365. https://doi.org/10.1111/j.1540-6261.2004.00665.x.
June 2004

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Roberto Gutierrez

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