Journal of Financial Economics
April 2025
Finance
Published Papers
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Journal of Economic Perspectives
Winter 2023
Monetary Economics
Landings, Soft and Hard: The Federal Reserve, 1965–2022
Journal of Economic Perspectives
Winter 2023
Journal of Business and Economic Statistics
2023
Finance
Constrained Polynomial Likelihood
Journal of Business and Economic Statistics
2023
Journal of Financial and Quantitative Analysis
2023
Finance
High-Frequency Tail Risk Premium and Stock Return Predictability
Journal of Financial and Quantitative Analysis
2023
Journal of Business and Economic Statistics
2023
Finance
Nonparametric Option Pricing with Generalized Entropic Estimators
Journal of Business and Economic Statistics
2023
Journal of Business and Economic Statistics
2023
Finance
Can a Machine Correct Option Pricing Models?
Journal of Business and Economic Statistics
2023
American Economic Review: Insights
March 2023
Finance
Understanding the Ownership Structure of Corporate Bonds
American Economic Review: Insights
March 2023
Review of Economic Studies
July 2024
Finance
Which Investors Matter for Equity Valuations and Expected Returns?
Review of Economic Studies
July 2024
American Economic Review
August 2023
Monetary Economics
The Reversal Interest Rate
American Economic Review
August 2023
Journal of Econometrics
April 2023
Econometrics
High-frequency Market Making: The Role of Speed
Journal of Econometrics
April 2023
Review of Financial Studies
December 2022
Insurance
New Perspectives on Insurance
Review of Financial Studies
December 2022
Review of Financial Studies
Winter 2021
Finance
Learning about the Neighborhood
Review of Financial Studies
Winter 2021
Review of Financial Studies
Winter 2021
Finance
The Whack-a-Mole Game: Tobin Taxes and Trading Frenzy
Review of Financial Studies
Winter 2021
Journal of Economic Dynamics and Control
November 2017
Finance
A Hybrid Spline-Based Parametric Model for the Yield Curve
Journal of Economic Dynamics and Control
November 2017
Annals of Statistics
June 2021
Finance
A shrinkage principle for heavy-tailed data: High-dimensional robust low-rank matrix recovery
Annals of Statistics
June 2021
The Geneva Risk and Insurance Review
September 2021
Finance
The Evolution from Life Insurance to Financial Engineering
The Geneva Risk and Insurance Review
September 2021
Review of Financial Studies
September 2021
Finance
Where Has All the Data Gone?
Review of Financial Studies
September 2021
Econometrica
Forthcoming
Macroeconomics
Low Interest Rates, Market Power, and Productivity Growth
Econometrica
Forthcoming
