Imperial College London

DrStephenHansen

Business School

Associate Professor of Economics
 
 
 
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Contact

 

+44 (0)20 7594 9412stephen.hansen Website CV

 
 
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Location

 

481City and Guilds BuildingSouth Kensington Campus

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Summary

 

Overview

COVID-19 Pandemic

Firm-level Risk Exposures and Stock Returns in the Wake of COVID-19
(with Steven Davis and Cristhian Seminario-Amez)

We combine elements of supervised machine learning and dictionary methods to uncover narrow, interpretable risk exposures from 10-K filings that account for firm-level reactions to aggregate shocks. We apply this idea to study equity returns during the COVID-19 pandemic.

Tracking the COVID-19 Crisis with High-Resolution Transaction Data
(with Vasco Carvalho, Juan Garcia, Alvaro Ortiz, Tomasa Rodrigo, Jose V Rodriguez Mora, and Jose Ruiz)

We use a database of 1.4 billion payments transactions to track the impact of the COVID-19 pandemic and policy response across time, space, and sectors in Spain.