Research

Working paper

[1] Unintended Benefits of Employment Protection Laws: Households’ Stock Market Participation,   Job Market Paper, [SSRN]

Award: Winner of Distinguished Student Paper Award and Semifinalist for the Outstanding Doctoral Student Paper at the 2020 Eastern FA meeting

Presented at: EFA Doctoral Tutorial (2020), FMA Doctoral Student Consortium (2020, expected), NFA PhD symposium (2020), MFA (2020), University of Toronto (2020), Eastern FA (2020), SFA (2020, expected), SWFA (2020)

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[2] The Composition of Market Participants and Asset dynamics with Redouane Elkamhi, [SSRN], [Online appendix]

Award: Semifinalist for EFMA Capital Markets Best Paper Award at the 2019 EFMA meeting

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[3] Countercyclical Stockholders’ Consumption Risk and Tests of Conditional CCAPM with Redouane Elkamhi, [SSRN], [Online appendix]

Presented at: Eastern FA (2020, canceled), FMA (2019), RMC (2019), APAD (2019)

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[4] A One-Factor Model of Corporate Bond Premia with Redouane Elkamhi and Yoshio Nozawa, [SSRN]

Presented at: Paris December Finance Meeting (2020, expected)

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[5] Agency Conflicts and Investment: Evidence from a Structural Estimation with Marco Salerno, Revise and Resubmit at the Review of Corporate Finance Studies, [SSRN]

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[6] Measuring “State-level” Economic Policy Uncertainty with Redouane Elkamhi and Marco Salerno, [SSRN]

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Work in progress

A Case for Short-sale Constraints with Redouane Elkamhi and Liyan Yang

Teaching

Instructor:

  • Capital Market Theory, LEC5101 (53 students), 4.7 / 5.0 (Division Average: 4.1), [Evaluation report]
  • Capital Market Theory, LEC5201 (54 students), 4.8 / 5.0 (Division Average: 4.1), [Evaluation report]
  • Highest teaching evaluation score out of available past records starting from 2012 for this course

Teaching Assistant:

  • Advanced Derivatives (MBA) TA for Redouane Elkamhi, 2018-2020
  • Forecasting Risks and Opportunities for Financial Securities (MFin) TA for Tom McCurdy, 2018-2020
  • Applications of Derivatives Products (MFin) TA for Redouane Elkamhi, 2018-2019
  • Analysis and Management of Fixed Income Securities (MBA) TA for Redouane Elkamhi, 2017-2018
  • Probabilistic Modeling for Risk Informed Decisions (MFRM) TA for Tom McCurdy, 2017-2018
  • Credit Risk (MFRM) TA for Redouane Elkamhi, 2017
  • Capital Market Theory (Undergraduate) TA for Ali Sharifkhani, 2017
  • Capital Market Theory (Undergraduate) TA for Raymond Kan, 2016
  • Financial Accounting (MBA) TA for Franco Wong, 2015-2016

Contact