Associate Professor of Finance, University of Alberta

Curriculum Vitae

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

• Monetary Policy Transmission through the Exchange Rate Factor Structure, with Erik Loualiche, Alexandre R. Pecora, and Fabricius Somogyi

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

• University of Alberta

  • Fixed Income, Undergraduate and MBA, 2024—

• University of Minnesota

  • Financial Markets and Interest Rates, Undergraduate and MBA, 2014—2024

  • Financial Econometrics and Computational Methods, Undergraduate and Masters, 2016—2024

Updated September 2024