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).
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.
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 the American Economic Association meetings 2023 (poster, forthcoming), International Conference of the French Finance Association 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.
Out-of-sample analysis: Entrenchment index 2007-2018.