Publications
Publications
Assistant Professor
Finance
Empirical Asset Pricing, Behavioral Finance, Fintech.
Publications
[1] Flattening the Illiquidity Curve: Retail Trading During the COVID-19 Lockdown (with Gideon Ozik and Ronnie Sadka), Journal of Financial and Quantitative Analysis, forthcoming.
Working Papers
1. Do Short-sale Constraints Restrict Negative Information Revelation?, with Xi Dong (Baruch College), Hong Liu (Washington University in St. Louis), and Yajun Wang (Baruch College)
2. Political Ties and Predictable Returns
3. Media Reinforcement in International Financial Markets, with Kenneth Froot (Harvard Business School), Xiaoxia Lou (University of Delaware), Gideon Ozik (EDHEC), and Ronnie Sadka (Boston College)
4. Liquidity-driven Volume and the Idiosyncratic Volatility Puzzle, with Ronnie Sadka (Boston College)