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dr. G (Gustavo) Freire

Biography

I am an Assistant Professor at the Econometric Institute, Erasmus School of Economics. My research interests are centered around asset pricing, option pricing, financial economics, financial econometrics and machine learning.

Erasmus School of Economics

Visiting fellow | Econometrics
Email
freire@ese.eur.nl

More information

Work

  • Alberto Quaini, Gustavo Bulhoes Carvalho da Paz Freire, Amar Soebhag & Ali Moin (2025) - - doi:
  • Gustavo Freire & Onno Kleen (2023) - - doi:
  • Caio Almeida, Jianqing Fan, Gustavo Freire & Francesca Tang (2023) - - Journal of Business and Economic Statistics, 41 (3), 995-1009 - doi: -
  • Caio Almeida, Kym Ardison, Gustavo Bulhoes Carvalho da Paz Freire, René Garcia & Piotr Orlowski (2023) - - Journal of Financial and Quantitative Analysis - doi:
  • Caio Almeida, Gustavo Freire, Rafael Azevedo & Kym Ardison (2023) - - Journal of Business and Economic Statistics, 41 (4), 1173-1187 - doi: -
  • Caio Almeida & Gustavo Freire (2022) - - Journal of Financial Economics, 144 (1), 174-205 - doi: -
  • Gustavo Freire (2021) - - North American Journal of Economics and Finance, 58 - doi: -
  • Gustavo Freire & Marcelo Resende (2020) - - Empirical Economics, 59 (6), 3063-3084 - doi: -

    • Onno Kleen, Anastasija Tetereva, Gustavo Bulhoes Carvalho da Paz Freire, Rasmus Lonn, Maria Grith, Alberto Quaini, Evgenii Vladimirov & Mariia Artemova (2025) - Financial Econometrics Meets Machine Learning 2025 (Organiser)
      Activity: Organising and contributing to an event › Academic
    • Onno Kleen, Anastasija Tetereva, Gustavo Bulhoes Carvalho da Paz Freire, Maria Grith, Alberto Quaini & Rasmus Lonn (2023) - Financial Econometrics meets Machine Learning (FinEML) (Organiser)
      Activity: Organising and contributing to an event › Academic

    Year
    2025
    Course Code
    FEB22009

    Year
    2025
    Course Code
    FEB22009Q

    Year
    2025
    Course Code
    FEB22009S

    Year
    2025
    Course Code
    FEB22009X

    Year
    2025
    Course Code
    FEM11008

    Year
    2025
    Course Code
    FEM21003

    ÃÀÅ®¸£ÀûµçÓ°ÔºÎçÒ¹ regarding dr. G (Gustavo) Freire

    From local to global: how global news predicts stock market movements

    Researchers of Erasmus School of Economics have constructed a 'global news network' to map the flow of news and its predictive power over financial markets.
    Person reading business newspaper

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