• Fraudulent News: Direct and Indirect Effects of Financial News Manipulation 2021, (with Marina Niessner and Shimon Kogan)
• Yield Curve Premia, 2019, (with Jordan Brooks)
• Trading Costs, 2020, (with Andrea Frazzini and Ronen Israel)
• Trading Costs of Asset Pricing Anomalies, 2020, (with Andrea Frazzini and Ronen Israel)
• What Can Betting Markets Tell Us About Investor Preferences and Beliefs? Implications for Low Risk Anomalies, 2021, (with Kaushik Vasudevan)
• How Tax Efficient are Equity Styles? 2020, (with Ronen Israel)
• Pricing Without Mispricing, 2021, (with Jianan Liu and Robert Stambaugh)
• Putting and Academic Factor Into Practice: The Case of Momentum, 2021, (with Adrienne Ross, Laura Serban, and Ronen Israel)

 

Works in Progress

• Economic Correlations (with Yukun Liu)
• Risk, Return and Diversification in Times of Crisis: (How) Is COVID-19 Different? (with Jakob Boudoukh, Yukun Liu, and Matt Richardson)
• A Unified Framework for Value and Momentum (with Jakob Boudoukh and Matthew Richardson)
• Crowding (with Sarah Jiang and Ron Alquist)
• Who is on the Other Side? (with Antti Ilmanen, Lukasz Pomorski, and Lei Xie)
• Gross Flows (with Gregor Matvos)
• Diversification (with Cliff Asness and Lei Xie)
• Avoiding Terminal Decisions (with Kaushik Vasudevan)