erasing alpha (with c. davis, x. han, and S. sokolinski)

does sustainable investing weaken stock reactions to cash flow news? (with s. hitzemann, a. qin, S. sokolinski, and y. xiao)

distorted beliefs and asset prices (with L. Bretscher, a. malkhozov and h. yang)

shifting from active to passive: how retirement plans impact equity prices (with R. Sabbatucci and S. Xiao)

Return heterogeneity in retirement accounts (with L. Bretscher, f. gomes and R. Sabbatucci)

reversal patterns in risk adjusted returns (With C. Favero and A. Melone)

It takes two to tango: economic theory and model uncertainty for equity premium prediction (with D. Bianchi and A. RuBESAM)

nonlinear time series momentum (with T. moskowitz, R. Sabbatucci and  and b. uhl)

the response of equity yields to a long run shock (with M. Boons, A. Diercks and p sinagl)

Factor Models with Drifting Prices (With C. Favero and A. Melone)

Horizon-specific macroeconomic risks and the cross-section of expected returns (with M. Boons)