Robert J. Richmond


I am an Assistant Professor of Finance at NYU Stern.

My research interests are in international finance, macroeconomics, and asset pricing.

More information is available in my CV.

NYU Stern School of Business
44 West Fourth Street, 9-81
New York, NY 10012
E-mail: rrichmon@stern.nyu.edu

Working Papers

Which Investors Matter for Equity Valuations and Expected Returns?

(with Ralph Koijen and Motohiro Yogo)

Origins of International Factor Structures

(with Zhengyang Jiang)

Journal of Financial Economics, Revise and Resubmit.

Divided We Fall: International Health and Trade Coordination During a Pandemic

(with Viral Acharya, Zhengyang Jiang, and Ernst-Ludwig von Thadden)

A Portfolio Approach to Global Imbalances

(with Zhengyang Jiang, and Tony Zhang)

Journal of Finance, Revise and Resubmit.

  • Vienna Symposium on Foreign Exchange Markets best paper award (2020).
    •
Hansen-Jagannathan Bounds with Convenience Yields

(with Zhengyang Jiang)

Publications

Trade Network Centrality and Currency Risk Premia

The Journal of Finance, 74(3), 2019.

  • Outstanding PhD Paper Award in Honor of Stuart I. Greenbaum, Olin Business School at Washington University St. Louis (2015).
  • Annual Conference on International Finance Best Paper Award (2016).
  • Cubist Systematic Strategies Award (2016).
    •
Data is available here.

Gravity in the Exchange Rate Factor Structure

(with Hanno Lustig)

The Review of Financial Studies, 33(8), 2020.
International Trade and Social Connectedness

(with Michael Bailey, Abhinav Gupta, Sebastian Hillenbrand, Theresa Kuchler, and Johannes Stroebel)

Journal of International Economics, 129(103418), March 2021.

Replication Package is available here.

SCI Data is available here.