“ The Nonlinear High-Volatility Phenomenon in Beta and Size Equity Premia ,” (with Chris Stivers and Naresh Bansal), revise/resubmit, Journal of Banking and Finance, August 2020. ( https://ssrn.com/abstract=2845610 )
“Does Real Estate Value Boost Corporate Borrowing? Evidence from Contract-Level Data,” (with Murillo Campello, Gaurav Kankanhalli, and Eva Steiner), revise/resubmit, Journal of Financial Economics, November 2020.
“ Expected Inflation, Stock Returns, and the Changing Nature of Inflation Non-Neutrality” (with Chris Stivers and Licheng Sun), September 2020. ( https://ssrn.com/abstract=3393830 )
“A New Lease on Firm Behavior” (with Matteo Binfare, Fotis Grigoris, and Crocker Liu), December 2020. ( http://ssrn.com/abstract=3672699 )
“Leverage Cycles in a Mature Asset Class: New Evidence from a Natural Laboratory,” (with Tobias Mühlhofer), submitted, December 2020. ( https://ssrn.com/abstract=3249677 )
"A Practical Method for Sharpening Estimates of Industry Equity Capital Costs," (with Mike Aguilar and Jiaxi Li), December 2020. ( https://ssrn.com/abstract=3742221 )
“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.