Publications

1. Asset Pricing with Fading Memory (with Stefan Nagel) 

Review of Financial Studies, May 2022. https://doi.org/10.1093/rfs/hhab086 

2. Dynamics of Subjective Risk Premia (with Stefan Nagel) 

Journal of Financial Economics, November 2023. https://doi.org/10.1016/j.jfineco.2023.103713

• European Finance Association Best Conference Paper Prize, 2022

Working Papers

1. Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux (with Stefan Nagel)

   • NBER AP 2024 Spring, WFA 2024 (Scheduled), CICF 2024 (Scheduled), EFA 2024 (Scheduled)

2. Option-Implied Cash Flow Expectations (with Shuaiqi Li)

3. Expectation Formation in the Treasury Bond Market