RESEARCH

Volatility Disagreement and Asset Prices  // with Adem Atmaz

Learning from Prospectuses  // with Simona Abis, Apoorva Javadekar and Anton Lines

Team Incentives without Transparency  // with Qing Liu and Lucy White
Revise and Resubmit, Journal of Finance

Decomposing Fund Activeness  // with Apoorva Javadekar

• Vanguard Report using our measure of Idiosyncratic Activeness

A Signaling Theory of Mutual Fund Activeness  // with Apoorva Javadekar

• Best Paper Award, Colorado Finance Summit 2019

A Theory of Model Sophistication and Operational Risk  // with Suleyman Basak

Systemic Risk Management

• Best Young Researcher Award, Multinational Finance Society 2013

Insider Trade Disclosure, Market Efficiency, and Liquidity

Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices  // with Idan Hodor
Journal of Financial Economics, 147(2), 2023, 352-281

• Online Appendix

Asset Management Contracts and Equilibrium Prices  // with Dimitri Vayanos and Paul Woolley
Journal of Political Economy 130(12), 2022, 3146-3201  

• Best Paper Award in Asset Pricing, SFS Finance Cavalcade 2015

• Press Coverage: The Economist // Financial Times // Businessweek

• FTG Insights Issue 3 (May 2023)

• Online Appendix

• Previous Version with Linear Contracts

Should Insider Trading be Prohibited when Share Repurchases are Allowed?  // with Giovanna Nicodano
Review of Finance 12(4), 2008, 735–765

Strategic Insider Trading with Imperfect Information: A Trading Volume Analysis
Rivista di Politica Economica XI-XII, 2004, 101–143