2026
Erasing Alpha
The Origins of the Factor Zoo: Investors Weakly Substitute Across Stocks
How (Not) to Identify Demand Elasticities in Dynamic Asset Markets
From Number to Words: Breaking Down Institutional Beliefs
Revealed Preference for Green Stocks: An Asset Demand Approach
2025
Causal Inference for Asset Pricing
Anatomy of the Treasury Market
Endogenous Elasticities: Price Multipliers Are Smaller for Larger Demand Shocks
Price Multipliers are Larger at More Aggregate Levels
2024
Fund Flows and Income Risk of Fund Managers
Making of Momentum
Spillover Effects of Payouts on Asset Prices and Real Investment
Corporate Credit Provision
Demand System Asset Pricing: Theoretical Foundations
Unpacking the Demand for Sustainable Equity Investing
2023
Asset Demand of U.S. Households
Monitoring from the Sky: Big Data and Dividend Policy