Interests: Econometrics, causal Inference, financial economics.  

Media Coverage: My co-authored paper on Price Drift before US Macroeconomic News has drawn the attention of the financial media such as Bloomberg, CNN, FT, etc.

A summary can be found here:

https://www.royalholloway.ac.uk/aboutus/newsandevents/news/newsarticles/informationleaksusstockmarket.aspx

The link to the paper can be found here:

https://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1901.en.pdf

I am Co-Founder and Co-Director of the Centre for Robust Inference in a Digital Economy (RIDE); I was Director of the MSc Finance, Co-Director of the MSc Computational Finance (jointly with the Computer Science Department) for nearly 10 years.

Additional information regarding industry experience and CV (pdf format) can be found in my Linkedin profile:

https://www.linkedin.com/in/sancetta

Additional information can also be found in my personal webpage: https://sites.google.com/site/wwwsancetta