RESEARCH

Publications

1. Fire Sale Risk and Expected Stock Returns, with George Aragon, 2023, Journal of Financial Economics 149, 578-609. www.sciencedirect.com/science/article/pii/S0304405X23001204 

2. The Factor Structure of Mutual Fund Flows, with Wayne Ferson, International Journal of Portfolio Analysis and Management, 2012 Vol.1, No.2, pp.112 – 143. www.inderscienceonline.com/doi/abs/10.1504/IJPAM.2012.049214

Working papers

1. Comparative R Squared, December 2024. papers.ssrn.com/sol3/papers.cfm?abstract_id=3790200  

2. The Diversity Gap, with Renee Adams, December 2024 (under revision for resubmission). https://drive.google.com/file/d/1M2Qbb7p4lEy7_izgnybgksY2ZFO66XZT/view?usp=sharing

3. Uncertainty and Dispersion of Opinions, with Fernando Zapatero, December 2024 (under revision for resubmission). https://drive.google.com/file/d/1beO9DxJrcjMUM5LbCd_95o4IoBMgWQ3w/view?usp=sharing

4. Coupling Moral Hazard and Adverse Selection, September 2024 (under revision). 

5. Changes in Mutual Fund Flows and Managerial Incentives, February 2023 (under revision). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1573051

5. Trading on Overshooting, December 2019. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3505076

 6. Aggregate Asset Growth and Expected Stock Returns, January 2018. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2584923