Publications:

1.  "Breaking Bad Trends." (with C. Harvey and M. Mazzoleni) 2023. Financial Analysts Journal 80 (1): 84-98.

Honors: Best Investment Writing, 2021 (Meb Faber Research, Volume 5)

2.  "Momentum Turning Points." (with C. Harvey and M. Mazzoleni) 2023. Journal of Financial Economics 149 (3): 378-406.

3.  "Pricing Implications of Noise." (with S. Santosh and X. Zhang) 2023. Review of Financial Studies 36 (6): 2468-2508.

4. “Sequential Detection and Identification of a Change in the Distribution of a Markov-Modulated Random Sequence.” (with S. Dayanik) 2009. IEEE Transactions on Information Theory 55 (7): 3323-3345.

5. “Bayesian Sequential Change Diagnosis.” (with S. Dayanik and H. V. Poor) 2008. Mathematics of Operations Research 33 (2): 475-496. 

Honors: Best Interactive Presentation, 2006 (INFORMS Annual Conference)

6. “Joint Detection and Identification of an Unobservable Change in a Random Sequence.” (with S. Dayanik and H. V. Poor) 2007. Information Science and Systems, CISS ’07 41st Annual Conference, Johns Hopkins University.

Working Papers:

1.  "Investment Base Pairs." (with C. Harvey).

2.  "Disagreement of Disagreement." (with C. Harvey and H. Kurtovic).

Honors: Best Paper Award in Asset Pricing and Investments, 2024 (FMA European Conference)

Honors: Best Paper Award, 2024 (German Finance Association)

3.  "Disagreement, Skewness, and Asset Prices." (with S. Santosh and X. Zhang). 

Honors: Roger F. Murray Prize, 2022 (Q Group)

4. "The Value of Scattered Information." (with X. Zhang).

5. "Decoding Systematic Relative Investing: A Pairs Approach." (with C. Harvey and A. Pickard). 

Honors: Roger F. Murray Prize, 2021 (Q Group)

6. "Revisiting Asset Pricing with Uncertainty in Future Risk Aversion."