Published & Forthcoming Papers

Human Capital and International Portfolio Diversification: A Reappraisal, Journal of International Economics, 77(1), March 2016, 78-96 

with Christian Julliard and Carlo Rosa

Interest Rate Risk Management in Uncertain Times, Review of Financial Studies, 31(8), August 2018, 3019-3060

with Lukas Schmid and Andrea Vedolin

Implementing Stochastic Volatility in DSGE Models: A Comment, Macroeconomic Dynamics, 24(4), June 2020, 935-950

with Alex Hsu and Andrea Tamoni

Fiscal Policy Driven Bond Risk Premia, Journal of Financial Economics, 138(1), October 2020, 53-73

with Alex Hsu and Andrea Tamoni

COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission, Review of Asset Pricing Studies, Volume 10, Issue 4, December 2020, 705-741 (special issue on Covid-19)

with Alex Hsu, Peter Simasek and Andrea Tamoni

Expectations and Aggregate Risk, Journal of Monetary Economics, Volume 123, October 2021, 91-108 

with Aytek Malkhozov and Andrea Tamoni

The Real Response to Uncertainty Shocks: the Risk Premium Channel, Management Science, January 2023, 69(1), 119-140

with Alex Hsu and Andrea Tamoni

From Local to Global: Offshoring and Asset Prices, Management Science, March 2023, 69(3), 1420-1448

Winner of the Nasdaq/EFA Doctoral Tutorial Best Paper Award, EFA 44th Annual Meeting Mannheim

Winner of the Unicredit & Universities Foundation Best Paper Award, Young Economists Conference Belgrade

Return Predictability with Endogenous Growth, Journal of Financial Economics, December 2023, 150(3), 1-20

with Federico M. Bandi and Andrea Tamoni

Institutional Corporate Bond Pricing, Review of Financial Studies, March 2026, 39(3), 605-660

with Lukas Schmid, Ishita Sen, and Varun Sharma

Distorted Beliefs and Asset Prices, Journal of Finance (forthcoming)

with Aytek Malkhozov, Andrea Tamoni, and Haoxi Yang

Working Papers

Passive Demand and Active Supply: Evidence from Maturity-mandated Corporate Bond Funds | April 2025

with Lukas Schmid and Tiange Ye

Winner of the XiYue Best Paper Award, CICF 2024

Inquire Joint Autumn Seminar 2025 Prize Winner

Revise & Resubmit Review of Financial Studies

A Bound on Price Impact and Disagreement | October 2025

with Philippe van der Beck and Julie Fu

Winner of the Best Paper in Asset Pricing Award, SFS Cavalcade 2026

Revise & Resubmit Journal of Political Economy

Rethinking Volume: Has the Market Become More Liquid? | May 2026

with Philippe van der Beck and Julie Fu

Revise & Resubmit Review of Financial Studies

Return Heterogeneity in Retirement Accounts | June 2026

with Francisco Gomes, Riccardo Sabbatucci, and Andrea Tamoni

Corporate Debt Structure Around the World | August 2026

with Alireza Aghaee and Stefano Rossi

Winner of the Conference Best Paper Award, FMARC 2025

Investor Betas | October 2024

with Ryan Lewis and Shrihari Santosh

Marking to Market Corporate Debt | July 2022

with Peter Feldhütter, Andrew Kane, and Lukas Schmid

Winner of the Jacob Gold & Associates Best Paper Award, ASU Sonoran Winter Finance Conference 2021

Ricardian Business Cycles | November 2022

with Jesús Fernández-Villaverde and Simon Scheidegger