Anastassia Fedyk
Assistant Professor of Finance
UC Berkeley, Haas School of Business
Publications
Asymmetric naïveté: Beliefs about self-control. Internet Appendix. Management Science, accepted.
Winner, Carlsberg Foundation Special Prize for Young Scholar at the 2018 NCBEE
Artificial intelligence, firm growth, and product innovation. (with Tania Babina, Alex He, and James Hodson) 2024. Journal of Financial Economics, 151: 103745.
Front page news: The effect of news positioning on financial markets. 2024. Journal of Finance, 79(1): 5-33, lead article.
Best Paper Award, 2018 FMA Napa Conference on Financial Markets Research
Best Ph.D. Paper Award, 2017 European Finance Association
2017 WFA Cubist Systematic Strategies PhD Candidate Award for Outstanding Research
Finalist, 2016 Hillcrest Behavioral Finance Award
Firm investments in artificial intelligence technologies and changes in workforce composition. (with Tania Babina, Alex He, and James Hodson) NBER Volume on Technology, Productivity, and Economic Growth, forthcoming.
When can the market identify old news? (with James Hodson) 2023. Journal of Financial Economics, 149(1): 92-113. Editor's choice.
Finalist, 2019 Hillcrest Behavioral Finance Award
Trading on talent: Human capital and firm performance. (with James Hodson) 2023. Review of Finance, 27(5): 1659-1698.
Best Paper on Long-Term Investments, 2018 Northern Finance Association
Winner, 2017 Jack Treynor Prize from the Institute for Quantitative Research in Finance
Second Place, 2017 PanAgora Asset Management Dr. Richard A. Crowell Memorial Prize
Divesting under pressure: U.S. firms' exit in response to Russia's war against Ukraine. (with Tetyana Balyuk) 2023. Journal of Comparative Economics, 51(4): 1253-1273. (Special issue on "Ukraine: war, resilience, and future developments")
Is artificial intelligence improving the audit process? (with Tatiana Fedyk, James Hodson, and Natalya Khimich) 2022. Review of Accounting Studies, 27: 938-985. (Presented at the 2021 RAST Conference).
Disagreement after news: Gradual information diffusion or differences of opinion? 2021. Review of Asset Pricing Studies, 11(3): 465-501. Editor's Choice. Internet Appendix
Review of Asset Pricing Studies Rising Scholar Award, 2022
Best Paper on Market Microstructure, 2019 Northern Finance Association
Also circulated under the title of "News-Driven Trading: Who Reads the News and When?"
Working Papers
Do consulting services affect audit quality? Evidence from the workforce (with Tatiana Fedyk, James Hodson, and Natalya Khimich) February 2024. Revise and Resubmit, The Accounting Review.
Artificial Intelligence and Firms' Systematic Risk. (with Tania Babina, Alex He, and James Hodson) June 2024.
Lehman's lemons: Do career disruptions matter for the top 5%? (with James Hodson) August 2023.
Managerial structure and performance-induced trading. (with Saurin Patel and Sergei Sarkissian) January 2022.
ChatGPT and Perception Biases in Investments: An Experimental Study. (with Ali Kakhbod, Peiyao Li, and Ulrike Malmendier) April 2024.
Business Publications
Can machine learning solve your business problem? In HBR Guide to Data Analytics Basics for Managers (pp. 111-119). Boston, Massachusetts: Harvard Business Review Press, 2018.
How to tell if machine learning can solve your business problem. Harvard Business Review. November 2016.
Research: How investors' reading habits influence stock prices. Harvard Business Review. September 2016.