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 | NBER WP | Presentation Video (1h:10-1h:40) | UCLA Anderson Review

• Heterogeneous Intermediary Asset Pricing
  Forthcoming, Journal of Financial Economics
  JFE version | Internet Appendix
  Xavier Drèze Award for the most outstanding research paper at UCLA Anderson

Working Papers

• A Competitive Search Theory of Asset Pricing
  (with Juan Passadore and Dejanir Silva)

• The Economic Burden of Pension Shortfalls: Evidence from House Prices
  (with Darren Aiello, Asaf Bernstein, Ryan Lewis, and Michael Schwert)

• 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.com

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 at the SaMMF Virtual Seminar Series

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