My primary field of research is empirical and theoretical asset pricing. My research aims to understand the links between time series and cross-sectional variations of asset returns, the fundamentals of the macro-economy and firms, and investor behaviors. 

My papers have been published in top academic journals, including the Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Monetary Economics, and Management Science.  My research has won numerous awards, including the Crowell Prize from PanAgora Asset Management.