I am an assistant professor of finance at the Gies College of Business, University of Illinois at Urbana-Champaign.
My research interests are in financial intermediation, asset pricing, financial market liquidity, macro finance, and public finance.
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Corporate Bond Liquidity during the COVID-19 Crisis
(with Benjamin Lester, David Lindsay, Shuo Liu, Pierre-Olivier Weill, and Diego Zúñiga)
Review of Financial Studies, forthcoming
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 | Erratum to the print version
Xavier Drèze Award for the most outstanding research paper at UCLA Anderson
Liquidity and Risk in OTC Markets: A Theory of Asset Pricing and Portfolio Flows
(with Juan Passadore and Dejanir Silva)
presentation video | slides
Conferences: 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)
Conferences: SFS Cavalcade 2021, Red Rock Finance Conference 2021, AFA 2022
The Incidence of Student Loan Subsidies: Evidence from the PLUS Program
(with William Mann)
Revise and Resubmit, Review of Financial Studies
summary in Forbes