Research

PUBLICATIONS

Temperature Shocks and Establishment Sales, with D. Ng and A. Ortiz-Bobea
Review of Financial Studies, forthcoming

Equity Price Discovery with Informed Private Debt, with J. Murfin
Review of Financial Studies, forthcoming

Underreaction to Political Information and Price Momentum, with S. Delikouras, D. Ke, and A. Kumar
Financial Management, 2019, 48(3): 773-804.

Income Hedging, Dynamic Style Preferences, and Return Predictability, with S. Delikouras, G. Korniotis, and A. Kumar
Journal of Finance, 2019, 74(4): 2055-2106.

Consumption-Income Sensitivity and Portfolio Choice, with S. Delikouras and G. Korniotis
Review of Asset Pricing Studies
, 2019, 9(1): 91-136.

Household Portfolio Choice and Retirement
Review of Economics and Statistics,
2017, 99(5): 870-883.

Stature, Obesity, and Portfolio Choice, with G. Korniotis and A. Kumar
Management Science, 2017, 63(10): 3393-3413.

Political Sentiment and Predictable Returns, with A. Kumar
Review of Financial Studies, 2016, 29(12): 3471-3518.


WORKING PAPERS

Local Bankruptcy and Geographic Contagion in the Bank Loan Market, with A. Kumar, N. Le, and A. Niessen-Ruenzi
Revise and resubmit, Review of Finance

Temperature Shocks and Industry Earnings News, with D. Ng and A. Ortiz-Bobea

Limited Marital Commitment and Household Portfolios, with H. Kung and G. Morales

Local Agglomeration and Stock Market Participation, with S. Delikouras, D. Ke, and G. Korniotis

Slow Diffusion of State-Level Information and Return Predictability, with A. Kumar and K. Law

Hispanic Culture, Stock Preferences, and Asset Prices, with C. Cuculiza, A. Kumar, and S. Webb

Contagious Negative Sentiment and Corporate Policies: Evidence from Local Bankruptcy Filings, with A. Kumar, N. Le, and A. Niessen-Ruenzi

Asset Allocation and Managerial Assumptions in Corporate Pension Plans, with J. van Binsbergen and M. Brandt