Working Papers
Rewriting Expected Returns, with Carter Davis, Stanislav Sokolinski, and Andrea Tamoni, 2025
The Cross-section of Subjective Expectations: Understanding Prices and Anomalies, with Ricardo De la O and Sean Myers, 2023 (updated version Dec 2024)
Presented at: EFA 2024, 12th Helsinki Finance Summit, CICF2024, SFS Cavalcade NA 2024, AFA 2024, EasternFA 2024, USC, Wharton, UCI Finance Conference, Barcelona GSE Summer Forum, 11th Helsinki Finance Summit
Awards: Best Paper Award in Investments at Eastern Finance Association 2024; Marshall Blume Prize in Financial Research 2024
3. Textual Analysis of Short-seller Research Reports, with Jules H. van Binsbergen and Alejandro Lopez-Lira, 2022 (updated version Aug 2024)
Presented at: AFA 2023, CICF 2023, SFS Cavalcade NA 2023, EFA 2022, 4th Future of Financial Information Conference, Swedish House of Finance FinTech Conference, University of Bath, Kings College London
Featured by: Financial Times
4. Mutual Fund Risk Shifting and Risk Anomalies, with Nikolai Roussanov and Hongxun Ruan, 2021 (updated version Jun 2024), Revise & Resubmit
Presented at: AFA 2023, Harvard Business School, NYU Stern, 10th Helsinki Finance Summit, Tel Avivi University, Cardiff University, University of Utah, Bayes Business School, Stockholm School of Economics, EFA 2021, CICF 2021, Wharton School, Shanghai University of Finance and Economics, Fanhai International School of Finance, Peking University.
Awards: Jacobs Levy Center Research Paper Prize 2021
Featured by: Knowledge@Wharton