I am an assistant professor of finance at the Gies College of Business, University of Illinois Urbana-Champaign.
My research interests are in financial intermediation, asset pricing, macro finance, and household finance.
Download my CV.
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 | RFS version | NBER WP | Presentation Video (1h:10-1h:40) | Anderson Review
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
Funding Liquidity and the Valuation of Mortgage-Backed Securities
(with Brett Dunn)
The Incidence of Student Loan Subsidies: Evidence from the PLUS Program
(with William Mann)
Revise and Resubmit, Review of Financial Studies
Coverage at Forbes
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 at the SaMMF Virtual Seminar Series
SaMMF, SED 2021
The Asset Pricing Implications of Portfolio Flows
(with Victor Duarte and Dejanir Silva)