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Daniel Andrei

McGill University · Business
General Equilibrium Asset Pricing Macro-Based Asset Pricing Models of Information & Learning

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Daniel Andrei is an Associate Professor of Finance and Academic Director of the Desmarais Global Finance Research Center at McGill University's Desautels Faculty of Management. His research focuses on General Equilibrium Asset Pricing, Macro-Based Asset Pricing, and Models of Information & Learning. He is affiliated with the Department of BUS at McGill University. Andrei has contributed to academic discourse through his work on the relationship between investment and q, as evidenced by his recognition at the 2018 Asian Finance Association Conference.


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Daniel Andrei is a researcher at McGill University specializing in Asset Pricing and Information Frictions. His work explores how investor attention, economic uncertainty, and information percolation influence stock market volatility and asset pricing models. He investigates topics such as momentum, reversal, and the impact of structural uncertainty on financial markets. His research also examines the role of model disagreement and public signals in shaping investor behavior and market comovement. By analyzing the interplay between information asymmetry and asset pricing, Andrei contributes to understanding the dynamics of financial markets and the factors driving investment decisions.

Source: google_scholar · 94 words
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