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Research Interests

Empirical Asset Pricing, Natural Language Processing, Machine Learning, News

Education

• 2016 - Present: PhD in Finance and Econometrics, Warwick Business School, University of Warwick
• 2015 - 2016: MSc in Advanced Financial Analysis, Lancaster University (Distinction)
• 2014 - 2016: MSc in Finance, International School of Management (ISM) (Distinction)
• 2012 - 2013: BSc in Business Administration, Fachhochschule Augsburg
• 2011 - 2014: BSc in Business Administration, SUPSI Lugano

Current Research

• Dissecting Firm-Level News: A New Measure to Capture the Time-Varying Risk of the Company

• The Effect of Unscheduled News on Systematic Risk

• Are the Primary Dealers of the New York Fed Really Special, with Cesare Robotti

Supervisors

Cesare Robotti and Constantinos Antoniou

Contact Details

danilo.giannone.16@mail.wbs.ac.uk

Warwick Business School
The University of Warwick
Coventry
CV4 7AL, UK