Research

PUBLICATIONS

Income Hedging, Dynamic Style Preferences, and Return Predictability, with Stefanos Delikouras, George Korniotis, and Alok Kumar
Journal of Finance, forthcoming

Household Portfolio Choice and Retirement
Review of Economics and Statistics,
forthcoming

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

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


WORKING PAPERS

Hidden in Plain Sight: Equity Price Discovery with Informed Private Debt, with Justin Murfin
Revise and resubmit, Review of Financial Studies

Local Bankruptcy and Geographic Contagion in the Bank Loan Market, with Alok Kumar, Nhan Le, and Alexandra Niessen-Ruenzi
Revise and resubmit, Review of Finance

Status Preferences, Consumption-Income Sensitivity, and Portfolio Choice, with Stefanos Delikouras and George Korniotis
Revise and resubmit, Review of Asset Pricing Studies

Under-Reaction to Political Information and Price Momentum, with Stefanos Delikouras, Da Ke, and Alok Kumar
Revise and resubmit, Financial Management

Slow Diffusion of State-Level Information and Return Predictability, with Alok Kumar and Kelvin Law

Limited Marital Commitment and Household Portfolios, with Howard Kung and Gonzalo Morales

Local Agglomeration and Stock Market Participation, with Stefanos Delikouras, Da Ke, and George Korniotis

Hispanic Culture, Local Return Chasing, and Momentum Returns, with Alok Kumar and Stuart Webb

Contagious Negative Sentiment and Corporate Policies: Evidence from Local Bankruptcy Filings, with Alok Kumar, Nhan Le, and Alexandra Niessen-Ruenzi

Asset Allocation and Managerial Assumptions in Corporate Pension Plans, with Jules van Binsbergen and Michael Brandt