Gabriel Cabrera Guzman

I am a fourth-year PhD student in Finance at AMBS. My main research interests include voluntary disclosure in financial markets, empirical asset pricing, forecasting, machine learning, applied time-series econometrics, and textual analysis in finance. My current research analyses how the information disclosed at analyst/investor days influences market outcomes and price dynamics. This work has been presented at international conferences, including AFBC, EFMA, and FMA European Conference, as well as PhD workshops.

Before starting my doctoral studies, I worked as a lecturer and research assistant at the School of Economics and Business, University of Chile, where my work focused on forecasting asset returns and modelling volatility using machine learning methods, as well as analysing the dynamics of portfolio choice under return predictability. This research was later published in journals such as the Journal of Forecasting, the International Review of Financial Analysis, and the Journal of Commodity Markets, among others.