Working Papers
 Necessary Evidence For A Risk Factor’s Relevance
    with Alex Chinco and  Abigail Sussman
    Journal of Finance, Revise and Resubmit
 
 

Ownership, Learning, and Beliefs
    with Sam Hirshman and Alex Imas
    Quarterly Journal of Economics, Revise and Resubmit
 
Survey Curious? Start-Up Guide and Best Practices For Running Surveys and Experiments Online


Publications
   
   Reconsidering Returns
    with David Solomon
    Review of Financial Studies, Forthcoming
        Best Paper Utah Winter Finance 2019
        Hillcrest Behavioral Finance Award 2018

        Media Coverage: ForbesAlpha Architect  
 
 
Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows
    with Abigail Sussman
    Journal of Finance, 2019, 74(6): 2789-2837.

Research Affiliates Best Paper Award 2018
Moskowitz Prize 2018
BNP Paribas Best Paper Award 2018



   The Dividend Disconnect
    with David Solomon
    (Lead Article) Journal of Finance, 2019, 74(5): 2153-2199.
    
           Journal of Finance Dimensional Fund Advisors First Prize 2019
           Charles Brandes Prize 2017
           Finalist Hillcrest Behavioral Finance Award 2017
           Roger F. Murray Prize 3rd Place 2017


  

Recurring Firm Events and Predictable Returns: The Within-Firm Time-Series
    with David Solomon
    Annual Review of Financial Economics, 2018, 10: 499-517.


 
A Tough Act to Follow: Contrast Effects in Financial Markets
    with Kelly Shue
    Journal of Finance, 2018, 73(4): 1567-1613.            

           Exeter Prize 2019 
AQR Insight Award 2016
Finalist Hillcrest Behavioral Finance Award 2015

 


 


Rolling Mental Accounts
    with Cary Frydman and David Solomon
    Review of Financial Studies, 2018, 31(1): 362-397.

Media Coverage: Capital IdeasIOI 


 
Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns
    Review of Financial Studies, 2017, 30(1): 281-323.

Hillcrest Behavioral Finance Award 2015
Best paper California Corporate Finance Conference 2015

   Economic Uncertainty and interest Rates
    (Lead Article) Review of Asset Pricing Studies, 2016, 6(2): 179-220.

Best paper Review of Asset Pricing Studies 2016

Media Coverage: CFA Institute

 
http://blogs.wsj.com/moneybeat/2014/12/05/juicing-stock-returns-and-getting-squeezed/
   
    (Lead Article) Journal of Financial Economics, 2015, 116(3): 433-451.
     
Fama/DFA Second Prize for Capital Markets and Asset Pricing, Journal of Financial Economics 2015


 


 


The Worst, the Best, Ignoring All the Rest: The Rank Effect and Trading Behavior
    Review of Financial Studies, 2015,  28(4): 1024-1059.    Internet Appendix

Cubist Systematic Strategies PhD Award for Outstanding Research, WFA 2014
Finalist AQR Insight Award 2014
UBS Global Asset Management Award, Financial Research Association 2013
Michael J. Barclay Award, Financial Research Association 2013

Media Coverage:
 Wall Street JournalBloomberg NewsAlpha Architect929Capital IdeasCFA DigestForbes 

 
   

The Dividend Month Premium
    with David Solomon
    Journal of Financial Economics, 2013, 109(3), 640-660.

Best paper California Corporate Finance Conference 2011

 
   

    with David Solomon
    Quarterly Journal of Finance, 2012, 2(3), 1250013.

Media Coverage: Alpha Architect