Asset pricing / Macro-finance / Corporate finance / Sovereign credit risk / Fintech
My research is at the juncture of asset pricing, corporate finance, and macro-finance. Current interests are oriented toward developing theoretical and empirical approaches to demonstrate how incorporating changes in macroeconomic conditions (also labeled long-run risk as opposed to the contemporaneous shocks of the CAPM-type of risk) can improve our understanding of issues in asset pricing and corporate finance (CV).
Sovereign Risk Premia and Global Macroeconomic Conditions, with S. Andrade and A. Jeanneret
Editorial: Can gender equality and auditing be ESG issues? (2023)
Are Cryptocurrencies Priced in the Cross-section? A portfolio Approach, with K. Assamoi and Z. Guo
Aims to develop an asset pricing framework with both macroeconomic and market factors for the pricing of cryptocurrencies.
Presented at the Global Finance Conference (2021), University of Cambridge (CERF 2022), CERF Alumni Society (2022), Emerging Scholars Initiative (ESI) - FMA 2023
Insights, University of Cambridge - Cambridge Endowment For Research in Finance
Scispace: Determinants of cryptocurrency prices
Many times in the Top Ten download lists on SSRN (Portfolio Management among others).
What Drives the Expected Return on a Stock: Short-Run or Long-Run Risk?, with C. Dorion and A. Jeanneret
Best paper in Investment, Semi-finalist, FMA 2019
Presented at the Financial Management Association International (FMA) 2019, Belgian Financial Research Forum 2018, International Conference of the French Finance Meetings 2018, HEC-McGill Doctoral Workshop 2017, Babson College, CUHK, HEC Liege, HEC Montreal, University of Sherbrooke, Laval University, University of Cambridge, and University of Toronto.
Top Papers Award, Global Finance Conference 2021
Best paper in Corporate Finance, Semi-finalist, FMA 2020
Presented at the American Economic Association meetings 2023, International Conference of the French Finance Association 2021, Emerging Scholars Initiative (FMA 2021), Global Finance Conference 2021, Financial Markets & Corporate Governance Conference 2021, Financial Management Association International (FMA) 2020, Cambridge (University) Finance Workshop, University of Liverpool, and University of Ottawa.
Are Cryptocurrencies Exposed to Traditional Factor Risk?, with G. Akbari and Z. Guo
Financial Management Association - Emerging Scholars Initiative (FMA - ESI, 2023).
Innovation Failure, CEO Compensation, and Firm Performance, with I. Chkir, and O. Zidan
Risk Premiums in the Cryptocurrency Market, with G. Akbari
Presented at the Financial Management Association International (FMA - Emerging Scholar Initiative, 2024) and Southwestern Finance Association (SWFA, 2025).
Credit Efficiency: Another Early Warning Indicator for Systemic Risk, with C. Tang
Corporate Innovation, Macroeconomic Risk, and Stock Returns, with I. Chkir, H. Somé, and O. Zidan
Presented at the Canadian Economic Association (CEA, 2025).
Business Cycles, Competition, and Stock Returns
Business Cycles, Competition, and Stock Returns, with Hyacinthe Somé
Machine Learning, Real-time Macroeconomic Risk, and Asset Pricing, with A. Tormeti
Managerial commitment and long-term firm value, 2020, with Scott Guernsey
Are cryptocurrencies priced in the cross-section? A portfolio approach, 2020
Is debt financing by firms good for economic growth?, 2019