Federal Reserve Bank of Richmond, Baltimore Branch
Address: 502 S. Sharp St, Baltimore, MD 21201
SSRN Author Page
A Taxonomy of Anomalies and their Trading Costs (with Robert Novy-Marx), Review of Financial Studies, 2016, 29 (1): 104-147
Liquidity Risk and Asset Pricing (with Hongtao Li and Robert Novy-Marx), Critical Finance Review, Forthcoming
Comparing Cost-Mitigation Techniques (with Robert Novy-Marx), Financial Analysts Journal, Forthcoming
Show Me the Money: The Monetary Policy Risk Premium (with Ali Ozdagli), Journal of Financial Economics, Forthcoming
Betting Against Betting Against Beta (with Robert Novy-Marx), 2018
Accounting for the Anomaly Zoo: A Trading Cost Perspective (with Andrew Chen), 2018
Oil Price Exposure, Earnings Announcements, and Stock Return Predictability (with Jordan Moore), 2018
FOMC Announcements and Predictable Returns, 2017
My wife, Delina Agnosteva, is an Assistant Professor of Economics at Towson University.
The views expressed on this website are mine and do not necessarily reflect the position of the Federal Reserve Bank of Richmond or the Federal Reserve System.