Carter Davis

I am a University of Chicago Booth Finance PhD Candidate and in the fall I'll be an Assistant Professor at the Kelley School of Business at Indiana University. I apply tools from machine learning and nonparametric statistics in order to understand some of the market forces that influence returns and risk. I primarily do empirical asset pricing research, on topics that include return predictability, liquidity, trading volume, bubbles, investor learning, and the statistical comparison of cross sectional asset pricing models. My job market paper investigates how machine learning affects mispricing. I have also written a paper that provides evidence of predictable downturns in the aggregate stock market. I have worked as a teaching assistant for Eugene Fama, George Constantinides, Lubos Pastor, and Samuel Hartzmark.