M. R. Hoque
I study how information becomes prices and discipline in corporate and credit markets: who knows what, who acts on it, and which institutions filter it, using large-scale event data and, increasingly, large language models as measurement instruments.
News & Updates
Research Areas
Banking & Financial Stability
Hidden interest-rate losses, deposit fragility, and bank crash risk. How regulatory disclosures reveal, and accounting conventions conceal, the build-up of risk inside banks.
Information & Corporate Finance
Analysts, insiders, and disclosure: how attention and opinion move equity and credit markets, and which institutions filter information before it becomes prices and lending decisions.
AI, ML & LLMs in Finance
Large language models as benchmarks for managerial decisions, controlled evaluation of reinforcement learning in finance, and machine-learning measurement of financial risk.
Featured Work
Attention Rises, Recommendations Fall
Firms receiving government subsidies see rising analyst attention while recommendations fall. Accepted for presentation at the FMA 2026 Annual Meeting.
BankPulse
An AI-driven bank-health intelligence platform that turns public regulatory filings into forward-looking risk analytics. Provisional patent application in process.
Hidden Duration Losses and Bank Crash Risk
Evidence from the 2022 UK gilt crisis on how unrecognized duration losses feed bank crash risk. Revise & resubmit at the Quarterly Review of Economics and Finance.