Portrait of Landon J. Ross


Curriculum Vitae
Google Scholar


[email protected]

Landon J. Ross


I am a postdoctoral research associate in the finance department at the WashU Olin Business School. My current research interests are empircal asset pricing, machine learning, big data, and text analysis.

I completed my finance PhD in 2021 at the Washington University in St. Louis Olin Business School. Previously, I worked as a research assistant at the Federal Reserve Board of Governors. My CV is available here.

Published Papers

Generating options-implied probability densities to understand oil market events
Energy Economics, 2016, with Deepa Dhume Datta and Juan M. Londono.

A Facilitated Interface to Generate a Combined Textual and Graphical Database System Using Widely Available Software
Journal of Software Engineering and Applications, 2012, with Corey Lawson, Kirk Larson, Jonathan Van Erdewyk, Christopher Smith, Al Rizzo, and Marc Rendell.

Working Papers

Expected Returns, Firm Characteristics, and Cardinality Constraints
Job market paper. PDF.

Are characteristic interactions important to the cross-section of expected returns?

Cash-Hedged Stock Returns
With Chase P. Ross and Sharon Y. Ross.

Are Item 1A risk factors priced?