Julio A. Crego   
Julio A. Crego

    I am an Associate Professor of Finance at Tilburg University. I received my Ph.D. from CEMFI, Madrid in 2017.


Curriculum Vitae


jacrego (at) uvt (dot) nl

Tilburg University
Finance Department - Office I 502
Warandelaan 2
5037 AB Tilburg - The Netherlands



Why does public news augment information asymmetries? [Abstract][Appendix] Journal of Financial Economics

Endogenous health groups and heterogeneous dynamics of the elderly  [Abstract][Appendix][Classification: HRS SHARE and ELSA] with Dante Amengual and Jesús Bueren Journal of Applied Econometrics

The Dynamic Informativeness of Scheduled News  [Abstract][Appendix] with Jasmin Gider Management Science (Accepted)

Working papers

The Economic Value of Eliminating Diseases [Abstract] with Dániel Kárpáti, Jens Kvaerner , Luc Renneboog

Evolutionary Arbitrage  [Abstract] with Jens Kvaerner, Åvald Sommervoll, Dag Einar Sommervoll, Niek Stevens

Cyclical dependence and timing in market-neutral hedge funds [Abstract][Appendix] with Julio Gálvez

Early birds and second mice in the stock market  [Abstract]with Jin Huang

Machine Learning and Expected Returns [Abstract] with Jens Kvaerner , Marc Stam