I am an Assistant Professor (tenure-track) of Finance at HEC Liège, the Management School of the University of Liège. I obtained my doctorate (Dr. rer. pol.) at the University of Duisburg-Essen.
My research focuses on natural language processing📖 (NLP), methodological uncertainty, and insider trading typically applied to empirical asset pricing📈📉 questions in international equity markets🌍.
My research has been published in the Journal of Empirical Finance.
Award🏆: Our Paper "Rewriting CRSP's history: Impact of altered monthly returns on asset pricing" has received the Best Paper Award at the the 41th International Conference of the French Finance Association (AFFI 2025)
Paper📝: New working paper "Rewriting CRSP's history: Impact of altered monthly returns on asset pricing" is now available on SSRN
Publication📄: My single author paper "On the performance of volatility-managed equity factors — International and further evidence" is forthcoming in the Journal of Empirical Finance, (80), 2025, 101560
Conference📅: Our Paper "Synthesizing information-driven insider trade signals" will be presented at 30th Annual Meeting of the German Finance Association (DGF 2024) and at the 5th Annual Boca-ECGI Corporate Finance and Governance Conference (BOCA-ECGI 2024)
Data📂: The sin firm year identification and further supplementary data files used in "Measuring business social irresponsibility: The case of sin stocks" are now available
Feel free to contact me at 📧patrick.schwarz(at)uliege.be or connect with me on LinkedIn:
