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

(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.

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

• Under review at the Journal of Finance.

• 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.

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

• Invited for Journal of Financial Economics dual submission (FRA).

• Presentations: 2nd Annual HKU Summer Finance Workshop, Michigan State University, Jackson Hole Finance Group Conference, European Winter Finance Summit.

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.

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

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

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.

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

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.