RESEARCH
WORKING PAPERS (Under Review)
“Stock Returns and Inflation Shocks in Weaker Economic Times” (with Chris Stivers and Licheng Sun), revise/resubmit, Financial Management, June 2021. ( https://ssrn.com/abstract=3393830 )
“Leverage Cycles in a Mature Asset Class: New Evidence from a Natural Laboratory,” (with Tobias Mühlhofer), revise/resubmit, Real Estate Economics, January 2021. ( https://ssrn.com/abstract=3249677 )
"A Practical Method for Sharpening Estimates of Industry Equity Capital Costs," (with Mike Aguilar and Jiaxi Li), August 2021. ( https://ssrn.com/abstract=3742221 )
“A New Lease on Secured Debt” (with Matteo Binfare, Fotis Grigoris, and Crocker Liu), July 2021. ( http://ssrn.com/abstract=3672699 )
“ The Nonlinear High-Volatility Phenomenon in Beta and Size Equity Premia ,” (with Chris Stivers and Naresh Bansal), April 2021. ( https://ssrn.com/abstract=2845610 )
PERMANENT WORKING PAPERS
“Subprime Mortgage Default in Minority Neighborhoods,” (with Lynn M. Fisher and Gary Painter), November 2016.
“In His Prime, Did Tiger Woods Really Bring Professional Golf Tournament Fields to their Knees?” (with Richard J. Rendleman, Jr.), May 2015, permanent working paper.