Working papers

Discontinued Positive Feedback Trading and the Decline in Asset Pricing Factor Profitability  
with Itzhak Ben-David, Andrea Rossi, and Yang Song
NBER asset pricing, AFA

Advice-Driven Demand and Systematic Price Fluctuations with Itzhak Ben-David, Andrea Rossi, and Yang Song
R&R, Review of Financial Studies
NBER working paper No. 28103

What Do Mutual Fund Investors Really Care About? with Itzhak Ben-David, Andrea Rossi, and Yang Song
R&R, Review of Financial Studies
Media: ETF.com, Yahoo Finance

What Drives the Size and Value Factors?
Video presentation at VAMSS (virtual asset management seminar series)
AFA, WFA, SFS Cavalcade, CICF, MFA, AFBC, AFM
2018 Cubist Systematic Strategies Ph.D. Candidate Award for Outstanding Research
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Endogenous Investor Inattention and Price Underreaction to Information 
SFS Cavalcade, Colorado Finance Summit, CICF, Yale Whitebox Advisors Conference