Working paper

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

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

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

[+/-] Abstract

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

Presented at: RCFS/RAPS Winter Conference (2020), EFA (2019), CICF (2019), University of Hong Kong (2019)*, McMaster University (2019)*, University of Manitoba (2019)*, APAD (2019), EFMA (2019), ABFER, CEPR and CUHK (2019)*, Peking University (2019)*, Tsinghua University (2019)*, SFS Cavalcade Asia-pacific (2018), PHBS Workshop in Macroeconomics and Finance (2018)*, NFA (2018), FMA (2018), University of Houston (2018)*, University of Massachusetts Amherst (2018)*, YES (2018), TADC (2018), University of Iowa (2018)*, SWFA (2018), AFM (2017), AFBC (2017), Indiana University (2017)*, University of Toronto (2017)

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

[+/-] Abstract

[+/-] Key Figure

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)

[+/-] Abstract

[+/-] Key Figure

Does the Long-Run Risk Explain the Cross-Section of Corporate Bond Returns? with Redouane Elkamhi and Yoshio Nozawa

[+/-] Abstract

[+/-] Key Figure

Work in progress

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



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
  • Probabalistic 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