Juan Felipe Imbet
Assistant Professor of Finance
Corporate finance, asset pricing, and computational finance.
About
Welcome
Welcome to my website. I am an Assistant Professor of Finance at EDHEC Business School in Nice. Before joining EDHEC I spent five years as an Assistant Professor of Finance at Université Paris Dauphine–PSL, and I hold a PhD in Finance from Universitat Pompeu Fabra in Barcelona, part of which I completed as a visiting student at The Wharton School.
My work sits between corporate finance, asset pricing, and computational finance. Recent papers look at how social media activity relates to bank runs and to mutual fund flows, what offshore data leaks do to the private firms they expose, how energy policy uncertainty affects investment and stock returns, and how well short-term options forecast volatility and higher moments. A second strand is more methodological: contracting models of corporate tax strategy and executive pay, and machine learning applied to asset pricing.
The research page has every paper, each with a plain-language summary next to its abstract. My CV is linked above, and email is the fastest way to reach me.