Roberto Gutierrez

Select from the following:

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

Article

Gutierrez, Roberto C., and Eric K. Kelley. "The Long-Lasting Momentum in Weekly Returns." Journal of Finance, 63, no. 1: 415-447. https://dx.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://dx.doi.org/10.1016/j.finmar.2006.09.002
February 2007
Gutierrez, Roberto, Michael Cooper, and Bill Marcum. "On the Predictability of Stock Returns in Real Time." Journal of Business, 78, no. 2: 469-500. https://dx.doi.org/10.1086/427635
April 2005
Gutierrez, Roberto, Michael cooper, and allaudeen Hameed. "Market States and Momentum." Journal of Finance, 59, no. 3: 1345-1365. https://dx.doi.org/10.1111/j.1540-6261.2004.00665.x
June 2004

Choose another section

Roberto Gutierrez

Leaders in Finance Education

Business Faculty Win UO’s Top Teaching Honors

UOIG Hearts NYC

A Top-Performing Fund

A Capital Year for UOIG