Economic Drivers of Gold (with Gurdip Bakshi, John Crosyb, Jorge Hansen, and Zhaowei Zhang, 2025), presented at various conferences.
Reject and Resubmit at Journal of Financial Economics
Best paper award at the 7th J.P. Morgan Center for Commodities and Energy Management Symposium
Safe Haven Status of the U.S. Dollar, Dollar Index Options, and Quantitative Implications for Dynamic Currency Models (with Gurdip Bakshi and Yuan Hu, 2025), presented at various conferences.
Volatility Uncertainty and the Puzzle of VIX Futures Contango, with Gurdip Bakshi, John Crosy, and Jinming Xue, 2025.
Stocked with Privilege: The Wealth-Building Edge of Portfolio Concentration Among Ultrarich Executives, with Gurdip Bakshi, 2025 (presented at University of Iowa, Temple University, and Philly 5 Conference).
A Model of Volatility Jumps Crossing the Strikes, with Gurdip Bakshi and Zhaowei Zhang.
A Theory of U.S. Exceptionalism, with Gurdip Bakshi.
Culling the Factor Zoo, with Gurdip Bakshi, Timothy Christensen, and John Crosby, 2025, presented at INFORMS annual meeting (Arizona).
Be on Your Guard: 7DTE Options Markets and Safety Related Small Maturity Phenomena in Bond and Stock Markets, (with Gurdip Bakshi, John Crosby, and Jorge W. Hansen, 2025).
A Theory of Small Maturity Effects and Data Realities of 7DTE Treasury Options across Tenors (with Gurdip Bakshi, John Crosby, and Jorge W. Hansen, 2025). (presented at 2025 MFA)
Using Machines to Advance Better Models of the Crypto Return Cross-Section, (with Gurdip Bakshi and Zhaowei Zhang, 2024).
Upside Risks and Models of the Oil Market (with Gurdip Bakshi and Yuan Hu, 2025, presented at the 8th J.P. Morgan Center for Commodities and Energy Management Symposium, 2025 Eastern Finance Association).
The Geography of Exchange Rate Disconnect (with Gurdip Bakshi and John Crosby, 2022) (presented at Midwest Finance Association 2022, presented at Eastern Finance Association 2021)