Academic Research

Below is a summary of my research. For full abstract and PDF version, click the SSRN link. You can also scroll down to find a link to my wonderful co-authors. 

Divided Government and the Stock Market   [SSRN]   [Slides]

With Theofanis Papamichalis and Mungo Wilson

media coverage: [Institutional Investor] 

Click here for an easy-to-read summary (notion page)

 On the Time Variation of Aggregate Stock Returns and Cross-Sectional Anomalies     [SSRN]   [Slides]

With Theofanis Papamichalis

Click here for an easy-to-read summary (notion page)

 Long-History PCA in a Dynamic Factor Model with Weaker Loadings [SSRN] 

With Robert M. Anderson and Baeho Kim
Submitted