About
I am an Assistant Professor (tenure-track) of Finance at HEC Liège, the Management School of the University of Liège.
My primary research interests are corporate social responsibility🌱(CSR), natural language processing📖(NLP), asset pricing📈📉, and insider trading in international equity markets🌍.
News
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📅: My 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)
Job Market👨🏼🏫: I will be joining HEC Liège - Management School of Liège Université as an Assistant Professor (tenure-track) of Finance
Conference📅: My Job Market Paper "Measuring business social irresponsibility: The case of sin stocks" will be presented at the 21th EUROFIDAI-ESSEC Paris December Finance Meeting (PDFM 2023)
Paper📝: New working paper "Synthesizing information-driven insider trade signals" is now available on SSRN
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
Coverage📰: "Measuring business social irresponsibility: The case of sin stocks" was covered by Larry Swedroe on the AlphaArchitect Blog
Contact
Feel free to contact me at 📧patrick.schwarz(at)uliege.be or connect with me on LinkedIn: