Anomaly time (with Adam Reed, Matthew Ringgenberg, and Jacob Thornock). Journal of Finance, 2024, 79(5). [slides]
Gambling preferences, options markets, and volatility (with Ben Blau and Ryan Whitby). Journal of Financial and Quantitative Analysis, 2016, 51(2).
Predicting anomalies (with Adam Reed, Matthew Ringgenberg, and Jacob Thornock). [slides].
Revise & Resubmit at Journal of Financial Economics.
Presentations: 2nd Annual HKU Summer Finance Workshop, Michigan State University, Jackson Hole Finance Group Conference, European Winter Finance Summit.
(Not) everybody's working for the weekend: a study of mutual fund manager effort (with Richard Evans). [long slides, small slides].
Presentations: 15th Annual Paris Hedge Fund Conference; Eastern Finance Association Annual Meeting; World Symposium on Investment Research; Baylor University, 7th Quantitative Finance and Risk Analysis Symposium, Tinbergen Institute/Vrije Universiteit Amsterdam, European Finance Association, Louisiana State University, American Finance Association Annual Meeting, Finance Down Under Conference, Brigham Young University.
Don't sweat the clear stuff: Mutual fund shorts and research intensity (with Adam Reed). [long slides, small slides].
Under Review at Review of Financial Studies.
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, 16th Annual Paris Hedge Fund Conference.
Co-searching for alpha (with Dora Horstman and Xiaan Zhou).
Under Review at Journal of Financial and Quantitative Analysis.
Presentations: Financial Research Association Annual Conference (New Ideas Session), Texas A&M University, North Carolina State University.
Institutional investors, short-selling constraints, and information acquisition (with Jesse Davis).
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.
Finfluencers and Stock Returns: An Empirical Study Using Artificial Intelligence (with Raymond Duch, Sorin Sorescu, and Avanidha Subrahmanyam).
Timely Factors (with Adam Reed, Matthew Ringgenberg, and Jacob Thornock).
Code to get 10-K filing dates from COMPUSTAT
Anomaly time.