Predicting anomalies (with Adam Reed, Matthew Ringgenberg, and Jacob Thornock).
Journal of Financial Economics, fothcoming.
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).
(Not) everybody's working for the weekend: a study of mutual fund manager effort (with Richard Evans).
Reject and Resubmit at Journal of Finance.
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).
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).
Reject and Resubmit at Journal of Financial and Quantitative Analysis.
Presentations: Financial Research Association Annual Conference (New Ideas Session), Texas A&M University, North Carolina State University, Virginia Tech, Finance and Accounting Research Symposium, Sourthern Finance Association.
Female-managed funds and female-led firms: allocation, attention, and affinity (with Dora Horstman and Shimeng Wang).
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.
Refreshing factors (with Adam Reed, Matthew Ringgenberg, and Jacob Thornock).
[slides]
From posts to beliefs: real-time digital-twin interviews of finfluencers (with Raymond Duch, Sorin Sorescu, and Avanidhar (Subra) Subrahmanyam).
Code to get 10-K filing dates from COMPUSTAT
Anomaly time.