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 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).
Presented at AEA 2020, NFA 2019, Asset Pricing Workshop at the University of York 2019, EFA 2016, Conference of the Swiss Society for Financial Market Research 2016, University of Cambridge, HEC Montreal, and McGill University.
Best paper in Investment, Semi-finalist, FMA 2019
Presented at FMA 2019, Belgian Financial Research Forum 2018, French Finance Association Meeting 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.
Provides theoretical and empirical evidence that corporate governance risk is priced in the cross-section.
Diversity Emerging Scholars Initiative (DESI), FMA 2021
Top papers award, Global Finance Conference 2021
Best paper in Corporate Finance, Semi-finalist, FMA 2020
Presented at International Conference of the French Finance Association (2021), Global Finance Conference (2021), Financial Markets & Corporate Governance Conference (2021), FMA 2020, Cambridge (University) Finance Workshop, University of Liverpool, and University of Ottawa.
Out-of-sample analysis: Entrenchment index 2007-2018.