Research

Working paper

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

Presented at: EFA Doctoral Tutorial (2020, expected), MFA (2020, expected), University of Toronto (2020), Eastern FA (2020, canceled), 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


Work in progress

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

Teaching

Instructor:

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

Contact