Published & Accepted Papers

Anomaly time (with Adam Reed, Matthew Ringgenberg, and Jacob Thornock). 2024. [slides] Forthcoming, Journal of Finance.

Gambling preferences, options markets, and volatility (with Ben Blau and Ryan Whitby). Journal of Financial and Quantitative Analysis, 2016, 51(2).

Current Research

(Not) everybody's working for the weekend: a study of mutual fund manager effort (with Richard Evans). 2024. [slides].

• Presentations: 15th Annual Paris Hedge Fund Conference; Eastern Finance Association Annual Meeting; World Symposium on Investment Research; Baylor University.

Mutual fund shorts and the benefits of acquiring information (with Adam Reed). 2024. [slides].

• Best Paper Award in Investments, Southwestern Finance Association

• Presentations: Southwestern Finance Association Annual Meeting; Midwest Finance Association Annual Meeting; Eastern Finance Association Annual Meeting; University of Cologne - Center for Financial Research.

Institutional investors, short-selling constraints, and information acquisition (with Jesse Davis). 2024.

• Semi-Finalist for Best Paper Award in Investments, Financial Management Association

• Presentations: Financial Management Association Annual Meeting; 12th Annual Paris Hedge Fund Conference; Midwest Finance Association Annual Meeting.

Predicting anomalies (with Adam Reed, Matthew Ringgenberg, and Jacob Thornock).

Mutual fund flows and learning behavior (with Dora Horstman).

Firm information acquisition and debt contracts (with Brad Cannon and Toshi Fukui).

• Invited presentations: Financial Management Association Annual Meeting (New Ideas Session).

CEO turnover and personality (with Steve Boivie and Joseph Harrison).

Do female mutual fund managers work harder? (with Marco Ceccarelli and Richard Evans).

Failures-to-deliver: when short sale constraints bind (with Jeremiah Green and Edward Swanson).

Codes

Code to get 10-K filing dates from COMPUSTAT

• Anomaly time.