Assistant Professor of Finance
Research
Published and Forthcoming Papers
Commodity Trade and the Carry Trade: A Tale of Two Countries, with Rob Ready and Nick Roussanov, Journal of Finance, 2017, 72(6), 2629--2684
2016 Jacobs Levy Center Research Paper Prize for Best Paper
2015 AQR Insight Award, Winner
2014 Utah Winter Finance Conference, Best Paper Prize
After the Tide: Commodity Currencies and Global Trade, with Rob Ready and Nick Roussanov, Journal of Monetary Economics, 2017, 85, 69--86
Is the IT Revolution Over? An Asset Pricing View, Journal of Monetary Economics, 2020, 114
International Trade and the Risk in Bilateral Exchange Rates, with Ramin Hassan, Erik Loualiche, and Alexandre R. Pecora, Journal of Financial Economics, Forthcoming
Active Working Papers
Agency in Intangibles, 4th round R&R, Journal of Finance
Appropriated Growth, with Yuchen Chen, Xuelin Li, and Richard T. Thakor
Other Working Papers
A Model of Market Discipline, with Chao Ying, Rej&R, Management Science
Understanding the Behavior of Distressed Stocks, with Yasser Boualam and João Gomes, R&R, Management Science
2017 WFA QMA Award for Best Paper on Investment Management
Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them?, with Ravi Bansal and Amir Yaron
Is the Share of the NYSE/AMEX/NASDAQ Going to Zero?, with Amir Yaron
Teaching
Financial Markets and Interest Rates, Undergraduate and MBA, 2014—
Financial Econometrics and Computational Methods, Undergraduate and Masters, 2016—
Updated June 2024