Stock market experience and investor overconfidence: Do investors learn to be overconfident? with Gennaro Bernile and Yosef Bonaparte, Journal of Banking and Finance, Forthcoming
Industry clusters and the geography of portfolio choice, with Jawad Addoum, Da Ke, and George Korniotis, Journal of Financial and Quantitative Analysis, 59(3), 2024, pp. 1031-63
Do investment-based models explain equity returns? Evidence from Euler equations, with Robert Dittmar, Review of Financial Studies, 35(8), 2022, pp. 3823 - 66, presented at the New Methods for the Cross Section of Returns Conference at the University of Chicago
Underreaction to political information and price momentum, with Jawad Addoum, Da Ke, and Alok Kumar, Financial Management, 48(3), 2019, pp. 773 - 804, selected by the editorial team as one of the best 3 papers of the Fall 2019 issue
Income hedging, dynamic style preferences, and return predictability, with Jawad Addoum, George Korniotis, and Alok Kumar, Journal of Finance, 74(4), 2019, pp. 2055 - 106, Online Appendix
Consumption-income sensitivity and portfolio choice, with Jawad Addoum and George Korniotis, Review of Asset Pricing Studies, 9(1), 2019, pp. 91 - 136
A single-factor consumption-based asset pricing model, with Alexandros Kostakis, Journal of Financial and Quantitative Analysis, 54(2), 2019, pp. 789 - 827, Online Appendix
Where's the kink? Disappointment events in consumption growth and equilibrium asset prices, Review of Financial Studies, 30(8), 2017, pp. 2851 - 89, Online Appendix
The human capital that matters: Expected returns and high-income households, with Sean Campbell, Danling Jiang, and George Korniotis, Review of Financial Studies, 29(9), 2016, pp. 2523 - 63, Online Appendix
Geography of firms and propagation of local economic conditions, with Gennaro Bernile, George Korniotis, and Alok Kumar, Review of Financial Economics, 41(4), pp. 437 - 64
Blockchain characteristics and the cross-section of cryptocurrency returns, with Sidd Bhambhwani and George Korniotis, Journal of International Financial Markets, Institutions and Money, 86, 2023
Backorder cost coefficient "b", what could it be? with George Liberopoulos and Isidoros Tsikis, International Journal of Production Economics, 123(1), 2010, pp. 166 - 78
Asset pricing with and without garbage: Evaluating the cross-sectional performance of alternative consumption measures, with George Korniotis, R&R RAPS
The risk-return trade-off puzzle: Backwards- versus forward-looking expected returns, with Matthew Linn
What to expect when expecting returns: The case for anchored extrapolative expectations
Non-monotonic pricing kernels and risk-neutral bounds for expected returns
Risk and loss aversion in financial decision making, with Judith Bohnenkamp
Predicting corporate default using financial ratios and machine learning: A comparative analysis, with Erotokritos Skordilis and Emily Struble
Why corporate bonds may disappoint: Disappointment aversion and the credit spread puzzle
Do dollar-denominated emerging market corporate bonds insure foreign exchange risk? with with Robert Dittmar and Haitao Li, presented at the 2013 WFA and EFA Meetings and 2016 AFA Meetings
Bond portfolio rebalancing and the Covid-19 outbreak, with Athanasios Kontinopoulos, Dimitris Malliaropoulos, and Petros Migiagkis
Disappointment aversion preferences and the expectation hypothesis in bond and currency markets
Mutual fund performance when it really matters most, with Alexandros Kostakis
Artificial intelligence and monetary policy: Can the FED run on autopilot? with Erotokritos Skordilis
Weathering ing the storm: The impact of Florida's insurance crisis on household financial behavior, with Athena Tsouderou