Research Interests

Asset Pricing, Market Microstructure, Information Economics

Publications

"The Options-Inferred Equity Premium and the Slippery Slope of the Negative Correlation Condition" (with Gurdip Bakshi, John Crosby, Xiaohui Gao,  and Jinming Xue), 2024, Journal of Investment Management, 22(3), Special Issue: The Future of Derivatives Research

Working Papers

• "Trading Strategies and Liquidity Conditions in Speculation with Decaying Profitability" 

• "Manipulating Non-Fundamental Information'' (with Brian Waters, Xingtan Zhang, and Shrihari Santosh), Revise & Resubmit at Journal of Finance

• "Informed and Uninformed Speculative Trading with Temporary and Permanent Price Impact"

• "Implications of a General Formula for the Expected Excess Return of the Market" (with Gurdip Bakshi, John Crosby, and Xiaohui Gao)

2025-26 Teaching

• FIN 323 Introductory Financial Management

• FIN 432 Intermediate Financial Management