Working Papers

Corporate Labor Misconduct Risk: Evidence from 10-K Disclosures and Enforcement

 (2026, with Politis, K.S.)

Risk-neutral moments: New theory and evidence under market frictions (with Hiraki. K.), draft coming soon

The Contribution of Frictions to Expected Returns: An Options-based Estimation Approach 

(2021, with Hiraki, K.)

2021 NYU presentation: Video -  Slides  

Best Paper Award, 25th Annual Meeting of the German Finance Association (DGF, 2018)

Included in the list of papers with Impactful Research using WRDS