Hedi Benamar
Quantitative Researcher and Developer
Abu Dhabi Investment Authority (ADIA)
Quant "Q" group
Market Microstructure, Natural Language Processing, Quant Macro, Equity Alpha
Ph.D. in Finance
HEC Paris 2009-2014
M.Sc. in Quantitative Finance (with honors)
University Paris Dauphine 2009
M.Sc. in Finance (Grande Ecole)
HEC Paris 2005-2008
hedi.benamar@protonmail.com
Research
Fed Communication, News, Twitter, and Echo Chambers
with Chiara Scotti, Clara Vega and Bennett Schmanski
SSRN Working Paper
Central Bank Communication Choices: Adverse selection, Volatility and Liquidity in a Market with Fast and Slow Traders
with Alain Chaboud and Clara Vega
SSRN Working Paper
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News
with Thierry Foucault and Clara Vega
The Review of Financial Studies (June 2020)
To See is To Know: Simultaneous Display of Market Data for Retail Investors
Review of Finance (March 2019)
The views in this personal website are solely the responsibility of Hedi Benamar and should not be interpreted as reflecting the views of ADIA or any other person associated with ADIA.