Predicting anomalies (with Adam Reed, Matthew Ringgenberg, and Jacob Thornock).
Journal of Financial Economics, forthcoming.
Anomaly time (with Adam Reed, Matthew Ringgenberg, and Jacob Thornock).
Journal of Finance, 2024, 79(5):3543-3579.
[slides]
Gambling preferences, options markets, and volatility (with Ben Blau and Ryan Whitby).
Journal of Financial and Quantitative Analysis, 2016, 51(2): 515–540.
Co-searching for alpha (with Dora Horstman and Xiaan Zhou).
Invited to resubmit to the Journal of Financial and Quantitative Analysis.
Selected Presentations: Financial Research Association (New Ideas Session); Northern Finance Association; Southern Finance Association.
Don't sweat the clear stuff: mutual fund shorts and research intensity (with Adam Reed).
Under review at the Journal of Financial and Quantitative Analysis.
Awards: Best Paper Award in Investments, Southwestern Finance Association.
Selected Presentations: Southwestern Finance Association; Midwest Finance Association; Eastern Finance Association; University of Cologne---Center for Financial Research; 16th Paris Hedge Fund Conference.
Factor time (with Adam Reed, Matthew Ringgenberg, and Jacob Thornock).
Preparing for August 2026 submission to the Journal of Financial Economics.
[slides]
Identity-linked monitoring and portfolio choice (with Dora Horstman and Shimeng Wang)
Under review at the Journal of Financial and Quantitative Analysis.
(Not) everybody's working for the weekend: a study of mutual fund manager effort (with Richard Evans).
Invited to resubmit to the Journal of Finance.
Selected Presentations: 15th Paris Hedge Fund Conference; 7th Quantitative Finance and Risk Analysis Symposium; 51st European Finance Association; American Finance Association.
Talking to digital twins: selective disclosure and belief measurement in financial social media (with Raymond Duch and Sorin Sorescu)
Under review at the Review of Financial Studies.
Code to get 10-K filing dates from COMPUSTAT
Anomaly time.