Research interests

Asset pricing, behavioral finance.

 

Forthcoming  

- “An Epidemic Model of Investor Behavior,” May 2008. Working paper version

Presented at Western Finance Association Meetings, Forthcoming, Journal of Financial and Quantitative Analysis.

 

- “Patriotism in Your Portfolio,” with Adair Morse.

   Forthcoming, Journal of Financial Markets.

 

 

Revise and Resubmit

 

- “Thinning the Herd: The Impact of Venture Capital on Firm Performance,” with Tim Loughran, April 2009, 3rd round, Journal of Financial and Quantitative Analysis

 

- “Mispricing of Dual-Class Shares: Profit Opportunities, Arbitrage, and Trading,” with Paul Schultz, January 2009, 2nd round, Journal of Financial Economics.

 

 

Work in Progress

- “How do Investors React to Past Returns?” August 2008, presented at IU-Notre Dame-Purdue Finance Symposium, 2008.

 

- “A Non-decreasing Pricing Kernel: Evidence and Implications,” with Tyler Shumway, August 2009.

 

 

 

 

Some of my friends’ web pages 

- Julian Atanassov

- Marcin Kacperczyk

- Qin Lei

- Adair Morse

- Amrita Nain

- Amit Seru

- Noah Stoffman