Review of Financial Studies, September 2023
Uncovering a pivotal link, this research uncovers the impact of labour dynamics on U.S. publicly traded firms and stock market performance.
The Journal of Finance, January 2020.
This article introduces a statistical test framework for the enlarging factor zoo discovered in the asset pricing and investment world.
Journal of Financial and Quantitative Analysis, November 2020
The benefits of portfolio diversification are well-known, so why do some institutional investors still exhibit strong preferences for local stocks?
Journal of Financial and Quantitative Analysis, August 2020
Conventional approaches to estimating the discount rate do not successfully detect fluctuations. A new approach uses option prices and recover return-relevant information from the prices in a snapshot of time.
Journal of Financial and Quantitative Analysis, August 2020
High media coverage impacts IPO pricing, but the effect is weaker in countries with better financial reporting quality
Journal of Financial and Quantitative Analysis, June 2020
Back in 2005, Hurricane Katrina generated the largest insured losses in US history. What was the impact on corporate financial policy?
Journal of Financial and Quantitative Analysis, March 2020
Firms heavily covered by media save massively on borrowing costs, especially smaller firms with lower institutional ownership