WORKING PAPERS

Noise in Expectations: Evidence from Analysts Forecasts +Paper


Co-author: David Thesmar
R&R at Review of Financial Studies (2nd Round), NBER Working Paper #28963

What Drives investors' Portfolio Choices? Separating risk preferences from frictions +Paper


Co-author: Taha Choukhmane

Losing is optional: Retail option trading and earnings announcement volatility +Paper +Internet Appendix 


Co-authors: Eric C. So and Kevin C. Smith
Non-Technical Summary
Media Coverage: Ideas Made to Matter, Traders Magazine, Risk.net

PUBLICATIONS

ARE VOLATILITY EXPECTATIONS IN DIFFERENT COUNTRIES INTERDEPENDENT? A DATA-DRIVEN SOLUTION TO STRUCTURAL VAR IDENTIFICATION FOR IMPLIED EQUITY VOLATILITY INDICES +PAPER   +SSRN LINK
Undergraduate Economic Review (2017)
2018 Winner of Claremont McKenna College Best Senior Thesis in Financial Economics
IS GOOGLE SEARCH BEHAVIOR RELATED TO VOLATILITY? INCORPORATING GOOGLE TRENDS DATA INTO A GARCH MODEL FOR EQUITY VOLATILITY +PAPER
Undergraduate Economic Review (2016)