| Interests: Investments, International Finance, Emerging Markets. | ||
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Current Working Papers Sovereign risk premia and
global macroeconomic conditions (with Adelphe Ekponon and
Alexandre Jeanneret) Online
Appendix
Publications
Semi-parametric learning of
structured temporal point processes Journal of Machine Learning Research, 2020. The costs of
sovereign default: Evidence from the stock market Review of Financial Studies, 2018.
Official FX interventions through derivatives (with Emanuel Kohlscheen) Journal of International Money and Finance, 2014.
SOX, corporate transparency, and the cost of debt (with Gennaro Bernile and Fred Hood) Journal of Banking and Finance, 2014. Analyst coverage, information, and bubbles (with Jiangze Bian and Tim Burch) Online Appendix Journal of Financial and Quantitative Analysis, 2013. "Sell in May and go away" just won't go away (with Vidhi Chhaochharia and Michael Fuerst) Financial Analysts Journal, 2013. Can broker-dealer client surveys provide signals for debt investing? (with Brian Barrett) Raw data example Signals data Journal of Banking and Finance, 2011. Information immobility and foreign portfolio investment (with Vidhi Chhaochharia) Review of Financial Studies, 2010. A model of asset pricing under country risk Journal of International Money and Finance, 2009. Trading imbalances, predictable reversals, and cross-stock price pressure (with Charles Chang and Mark Seasholes) Journal of Financial Economics, 2008. (with Ilona Babenko and Yuri Tserlukevich) Journal of Portfolio Management, 2006.
Old Working Papers Is there a value premium among large stocks? (with Vidhi Chhaochharia) The impact of operating leases and purchase obligations on credit market prices (with Elaine Henry and Dj Nanda) Pessimistic foreign investors and turmoil in emerging markets: The case of Brazil in 2002 (with Emanuel Kohlscheen) Goldman Sachs' Lulameter New York Times article The Economist article Gary Becker's article Lula's Letter to the Brazilian People
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