Working Papers
Correlated Demand Shocks and Asset Pricing (2024)
Revise and Resubmit, Review of Financial Studies
Finalist, Charles Brandes Prize (2023)
Best Ph.D. Student Paper Award, NFA (2022)
Presentations: WFA (2024), NBER New Developments in Long-Term Asset Management (2023), SFS Cavalcade NA (2023), Procyclicality Symposium at the Federal Reserve Board (2023), NFA (2022), LBS TADC (2022)
Published and Accepted Papers
Competition for Attention in the ETF Space
with Itzhak Ben-David, Francesco Franzoni, Rabih Moussawi
Review of Financial Studies (2023) RFS Link
Media: Wall Street Journal (1), Bloomberg (1), Financial Times (1), Reuters, Wall Street Journal (2), Alpha Architect, MarketWatch (1), Rational Reminder, Financial Times (2), Financial Times (3), Bloomberg (2), Financial Times (4), Barron’s, Financial Times (5), Financial Times (6), MarketWatch (2), MarketWatch (3), Economist
Corporate Transactions in Hard-to-Value Stocks
with Itzhak Ben-David, Hala Moussawi, Darren Roulstone,
Review of Corporate Finance Studies (2023) RCFS Link
Media: RCFS Paper Spotlight
Work in Progress
Do Share Repurchases Increase the Value of Non-repurchasing Firms? (2024)
Household Liquidity Preference: Evidence from the Korean Housing Market (2024)
with Hyeik Kim
Competition in the Asset Management Industry (2024)
with Itzhak Ben-David, Francesco Franzoni, Rabih Moussawi