Assistant Professor of Finance

Faculty of Business and Economics

University of Melbourne

Research Interests: Asset Pricing, Bayesian Econometrics, Market Microstructure

Education: S.B., M.Eng. (MIT); M.P.P. (UCLA); Ph.D. (Columbia)

Curriculum Vitae | SSRN | Google Scholar

Working Papers

  1. The Cross-Section of Investing Skill
  2. Quantifying Tail Risk (with Mattia Landoni)
  3. Direct Information Epidemics and Broadcasts (with James L. Smith and Rex Thompson)
  4. Efficient Factor Identification
  5. Does Limited Investor Attention Explain Mutual Fund Flows? Evidence from Sector Funds (with Indraneel Chakraborty, Alok Kumar, and Tobias Mühlhofer)
  6. Assessing Performance Assessment


  1. Sastry, Ravi, and Rex Thompson (2018): "Strategic trading with risk aversion and information flow," Journal of Financial Markets. [link]