Research

Labor Economics & Human Capital

• Linguistic and Cultural Change as a Human Capital Process(working paper)
  • Data Dictionary for replication
• Re-Evaluating the Returns to Language Skills Using Latent Trait Estimates (RAND Working Paper WR-1212)

Art Markets

• A Site-Level Market Model of the Antiquities Trade, International Journal of Cultural Property, Vol. 26, Issue 1 (February 2019), 21-47 (with Fiona Greenland, Oya Topcuoglu, and Tasha Vorderstrasse)
  • Supplementary Materials
  • Media: AEA
• Quantifying the Supply Chain for Antiquities in Times of War and Conflict, Journal of Cultural Heritage, Vol. 33 (September-October 2018), 278-284 (special issue on Cultural Heritage in Times of War and Conflict)
• Market Responses to Changing Legal Standards: Evidence from the Antiquities Market (with Silvia Beltrametti), Journal of Law and Economics, Vol. 59, Issue 4 (November 2016), 913-944
  • Data
• A Social Network Analysis of the Antiquities Auction Market (with Michelle Fabiani)
  • (Working paper available on request)
• "Sleeper" Antiquities: Case Studies in the Market for Authenticity (with Silvia Beltrametti)
  • (Working paper available on request)

Finance

• “Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence” (with Tim Bollerslev, Lai Xu, and Hao Zhou), Journal of Financial and Quantitative Analysis, Vol. 49, Issue 3 (June 2014), 633-661
• “Granularity Adjustment for Mark-to-Market Credit Risk Models” (with Michael B. Gordy), Journal of Banking and Finance, Vol. 36, Issue 7 (July 2012), 1896-1910