Published & Accepted Papers

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).

Current Research

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.

Mutual fund shorts and the benefits of acquiring information (with Adam Reed). [long slides, small 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, 16th Annual Paris Hedge Fund Conference.

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.

Investor Learning Networks and Return Predictability (with Dora Horstman and Xiaan Zhou).

• Presentations: Financial Research Association Annual Conference (New Ideas Session), Texas A&M University, North Carolina State University.

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).

Codes

Code to get 10-K filing dates from COMPUSTAT

• Anomaly time.