My hands-on experience in the deal room is not just a list of accomplishments—it's a laboratory for generating testable financial hypotheses. Below are examples of how my professional work directly informs my research agenda in Empirical Asset Pricing and Corporate Finance:

• Trading Strategy from JV/M&A Flow: Having managed a pipeline of deals, I understand the lead-time and information flow around corporate events. This inspires research on post-event drift anomalies and strategies that can capitalize on the predictable behaviors of firms before major announcements.

• Valuation Insights for Factor Investing: Applying multiple valuation models (DCF, Comps) across industries has given me an intuitive sense of when accounting metrics fail to capture true economic value. This drives my interest in developing novel factors (e.g., the supply chain risk factor) and identifying mispricing in complex corporate structures.

• Capital Market Timing & Corporate Disclosure: Directly assisting in a private placement provided a ground-level view of management's motives for raising capital. This fuels my research into corporate financing frictions and how a firm strategically discloses information (e.g., ESG talk) as response to external pressure and analyst skepticism.

• The "Quality" of Earnings and Growth: Evaluating countless investment projects has honed my ability to distinguish between genuine, sustainable growth and market mispricing. This is central to my work on identifying high-quality earnings signals that are predictive of positive alpha using option information.