Working Papers  

Decomposing Asset Growth: Quarterly Components and Stock Returns (SSRN)

The results presented in this paper supersede those documented in an earlier working paper titled “Quarterly Asset Growth, the Cross Section of Stock Returns, and Subjective Beliefs.” 

Presentation: Northwestern University

Intangibles Investment and Asset Quality (With Ravi Jagannathan and Robert Korajczyk)

Presentation: Northwestern University, Stevens Institute of Technology, Vienna Graduate School of Finance, the Advances in Financial Econometrics conference at Copenhagen Business School 2023, European Finance Association Annual Meeting 2024, Frontiers in Factor Investing Conference 2024, HEC-McGill Winter Finance Conference 2023, UIC Finance Conference 2024, Alliance Bernstein Quant Conference, and Northern Finance Association Annual Meeting 2024 

Award: Invesco Factor Investing Prize at Frontiers in Factor Investing Conference 2024

Media attention: Market Watch by Dow Jones

Price Destabilizing Speculation: The Role of Strategic Limit Orders (With Suman Banerjee and Ravi Jagannathan)

 Revise & Resubmit at American Economic Journal: Microeconomics 

Presentation: American Finance Association (AFA) Annual Meeting 2021

Pumping up the SEO: The Rewards of Uninformed Speculation (With Suman Banerjee and Thomas Noe)

 Presentation: Financial Management Association (FMA) Annual Meeting 2020

Organizational Capital, Tobin’s Q, and the Cross Section of Stock Returns

Presentation: Financial Management Association (FMA) 2021, Asian Finance Association (AsianFA) 2022

Teaching

Value Investing (FINC-444, Kellogg), Teaching Assistant, Spring 2024

Graduate Course of MBA Program, 18 students 

Corporate Finance (FIN-638, Stevens), Instructor, Spring 2022

Graduate Course of MBA Program, 18 students

Course Syllabus, Course Evaluation (Question 15: Overall the instructor was an effective teacher.  Survey result: 4.86/5)

Business Analytics: Data, Models & Decisions (BIA-600, Stevens), Instructor, Fall 2021

Graduate Course of Information Systems and MBA Programs, 32 students

Course Syllabus, Course Evaluation (Question 17: Overall the instructor was an effective teacher.  Survey result: 4.27/5)

Data Management in R (QF-104, Stevens), Instructor, Fall 2020

Undergraduate Course of Quantitative Finance Program, 32 students