Asset pricing / Corporate finance / Macro-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 macroeconomic conditions can improve our understanding of issues in asset pricing and corporate finance (CV).
R&R at the Journal of Financial Economics
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
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.
Best paper in Corporate Finance, Semi-finalist, FMA
Presented at FMA (2020, scheduled), Cambridge Finance Workshop and University of Liverpool.
Out-of-sample analysis: Entrenchment index 2007-2018.
Work in Progress
Managerial Commitment and Long-Term Firm Value, with S. Guernsey
A Corporate Finance Model for Cryptocurrencies.
Innovation, Risk, and Return, with H. Somé