Published Papers

• Corporate Bond Liquidity during the COVID-19 Crisis
  (with Benjamin Lester, David Lindsay, Shuo Liu, Pierre-Olivier Weill, and Diego Zúñiga)
  Forthcoming, Review of Financial Studies
  Internet Appendix | code | slides | RFS version | NBER WP | presentation video (1h:10-1h:40) | non-technical summary

• Heterogeneous Intermediary Asset Pricing
  Journal of Financial Economics, 141 (2), August 2021, pp. 505-532
  Internet Appendix | data | slides | JFE version
  Xavier Drèze Award for the most outstanding research paper at UCLA Anderson
  Note: Several numbers in Tables 2, 3, 4, and 5 in the published paper in the Journal of Financial Economics have the wrong sign. The negative signs are missing in these tables, and all numbers have the positive sign by mistake. Please see the correct numbers in the corresponding tables in the version on SSRN. The publisher has been notified and the tables are being corrected. I thank Julian Alberto Batista from UCLA for bringing this to my attention.

Working Papers

• A Competitive Search Theory of Asset Pricing
  (with Juan Passadore and Dejanir Silva)
  presentation video | slides
  SaMMF, SFS Cavalcade 2021, SITE 2021

• The Economic Burden of Pension Shortfalls: Evidence from House Prices
  (with Darren Aiello, Asaf Bernstein, Ryan Lewis, and Michael Schwert)
  SFS Cavalcade 2021, RedRock 2021, AFA 2022
  slides

• Funding Liquidity and the Valuation of Mortgage-Backed Securities
  (with Brett Dunn)
  slides

• The Incidence of Student Loan Subsidies: Evidence from the PLUS Program
  (with William Mann)
  Revise and Resubmit, Review of Financial Studies
  summary in Forbes

Work in Progress

• Inventory, Market Making, and Liquidity: Theory and Application to the Corporate Bond Market
  (with Benjamin Lester and Pierre-Olivier Weill)
  presentation video by Pierre-Olivier Weill | slides
  SaMMF, SED 2021

• The Asset Pricing Implications of Portfolio Flows
  (with Victor Duarte and Dejanir Silva)

University of Illinois

Instructor

• MSF/Undergrad Fixed Income Portfolios (Spring 2020, 2021)

UCLA Anderson School of Management

Instructor

• MFE R/MATLAB Programming Workshop (Fall 2017, 2018)

Teaching Assistant

• MBA Behavioral Finance, Prof. Avanidhar Subrahmanyam (Spring 2019)
• MFE Empirical Asset Pricing, Prof. Lars Lochstoer (Winter 2019)
• MBA Foundations of Finance, Prof. Bruce Carlin (Fall 2018)
• MFE Data Analytics and Machine Learning, Prof. Lars Lochstoer (Fall 2016)
• MBA Corporate Finance, Prof. William Mann (Winter 2015, 2016, 2017)
• Executive Program Corporate Strategy, Prof. David Wessels (May 2015)