My research interests lie at the intersection of political economy and asset pricing. My job market paper combines text analysis with high-frequency variation in asset prices to identify a climate policy risk premium. A common thread in my work is the use of big data and natural language processing to empirically study the effects of politics on financial markets.
I graduated from the University of Chicago, Booth School of Business in 2023 with a Ph.D. in Finance. I completed my undergraduate studies at the University of Pennsylvania in mathematical economics in 2016. Prior to graduate school, I worked as a research professional at the Fama-Miller Center for Research in Finance. Before starting at the Fama-Miller Center, I interned at the Federal Reserve Board, Congress and Elliott Management. While still in college, I co-founded a political data analytics startup.
I am excited to start as an assistant professor of finance at Washington University in St. Louis, Olin School of Business in the summer of 2023.
Email: cassidyw@wustl.edu