Working Papers
Correlated Demand Shocks and Asset Pricing
* Finalist, 2023 Charles Brandes Prize
* Best Ph.D. Student Paper Award, 2022 NFA
* 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), RFS Link
* Review of Financial Studies, forthcoming
* Media: Wall Street Journal (1), Bloomberg (1), Financial Times (1), Reuters, Wall Street Journal (2), Alpha Architect, MarketWatch, Rational Reminder, Financial Times (2), Financial Times (3), Bloomberg (2), Financial Times (4), Barron’s, Financial Times (5)
Corporate Transactions in Hard-to-Value Stocks (with Itzhak Ben-David, Hala Moussawi, Darren Roulstone), RCFS Link
* Review of Corporate Finance Studies, forthcoming
* Media: RCFS Paper Spotlight
Work in Progress
Household Liquidity Preference: Evidence from the Korean Housing Market (with Hyeik Kim)
Do Share Repurchases Increase the Value of Non-repurchasing Firms? (Solo-authored)
Do Volatility Managed Portfolios Increase Volatility? (with Amin Shams)
Does Activeness Pay Off? (with Itzhak Ben-David, Francesco Franzoni, Rabih Moussawi)