Assistant Professor
Is Sector Neutrality in Factor Investing a Mistake? Financial Analysts Journal (Forthcoming 2023)
Factor Momentum and the Momentum Factor. The Journal of Finance (2022). 77: 1877-1919.
The cross-section of expected returns in the secondary corporate loan market. The Review of Asset Pricing Studies (2016). 7: 243-277.
Effects of passive intensity on aggregate price dynamics. Financial Review (2015). 50: 363-391.
Exchange-traded funds, liquidity and volatility. Applied Financial Economics (2014). 24: 1617-1630.