I am a PhD candidate in Finance at the Washington University in St. Louis Olin Business school. My primary research field is empirical asset pricing. My research interests include financial applications of text analysis, big data, and machine learning. I was previously a research assistant at the Federal Reserve Board of Governors.
I am on the job market this year. I will be available at the (virtual) ASSA 2021 Meetings. My job market paper is “Are characteristic interactions important to the cross-section of expected returns?” My CV is available here.
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.
Are characteristic interactions important to the cross-section of expected returns?
Job market paper. PDF
Are Item 1A risk factors priced?
Manager Growth Expectations
With Jim Horn.
How many factors are in the cross-section of stock returns?