My research spans empirical corporate finance and asset pricing, with a focus on how financial frictions, information, and market structure shape firm behavior and investor outcomes. I draw on large-scale datasets and modern empirical methods — including quasi-experimental designs, machine learning, and novel text-based measures — to study questions at the intersection of banking, capital markets, and corporate decision-making.

My recent work examines how banking competition affects credit allocation to small businesses, how neighboring firms' valuations spill over into real investment and financing decisions, and how investor expectations — particularly regarding return distributions and skewness — influence portfolio outcomes and asset prices. A related strand explores how diagnostic expectations drive capital flows in the hedge fund industry. Across these projects, a common thread is understanding how agents form beliefs about uncertain futures and how those beliefs propagate through financial markets and firm behavior.

My published work has appeared in the Review of Finance and Financial Management, and several papers are currently under review or at the revise-and-resubmit stage. I also have ongoing work examining uncertainty in earnings calls and the role of executive characteristics in CEO selection and compensation.