Publications

“Predicting Equity Premium with Implied Volatility Spreads” (with Charles Cao and Timothy Simin), Journal of Financial Markets 51:1-17 (Lead Article), 2020.

"Retail ETF Investing" (with David Gempesaw and Joseph J. Henry), European Financial Management, forthcoming

Working Papers

1. The Economics of ETF Redemption, with Charles Cao and Hong Zhang

2. From Conference Room to Living Room: The Hidden Costs of Remote Work on Mutual Fund Performance, with Charles Cao and Timothy Simin

3. Navigating Inflation Risk in Corporate Bond Markets: Evidence from Mutual Funds, with Luis Ceballos