Working Papers:

• Decision Horizon and Idiosyncratic Risk, with Kyoung Jin Choi, Minsuk Kwak, and Gyoocheol Shim, 2017 (SSRN)

• Selection Bias or Treatment Effect? A Re-Examination of Russell Index Reconstitution, with Alex Young, 2017 (SSRN)

• Passive Investors with Strategic Trading: a new perspective on index funds, with Alex Young 2017 (SSRN)

• Debt Maturity and Capital Reallocation, 2016

• Rollover Risk and Debt Maturity, 2015

Work in progress:

• Decision Horizon, stocks returns, and the IVOL puzzle, with Kyoung Jin Choi

• Financial Constraints and Debt Maturity