Academic journals
Research highlight
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers
American Economic Review, 115(11), 3788–3824
Research highlight
Passive Investing and the Rise of Mega-Firms
The Review of Financial Studies, 38(12), 3461–3496
Research highlight
Investor Memory and Biased Beliefs: Evidence from the Field
The Quarterly Journal of Economics, 140 (4), 2749–2804
Research highlight
Reaching for Yield: Evidence from Households
Journal of Financial Economics, 168, 104057
High-frequency trading in the stock market and the costs of options market making
Journal of Financial Economics, 159, 103900
Cleansing by tight credit: Rational cycles and endogenous lending standards
Journal of Financial Economics, 150(1), 46-67
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Journal of Finance, 78 (1), 487-557
