stock price impact of 401(k) plans (with R. Sabbatucci and S. Xiao)

Which Investors drive anomaly returns and how (with Y. Li and S. Sokolinski)

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

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

Persistent and Transitory components of characteristics: Implications for Asset Pricing (with M. Boons and F. Baba-Yara)

tradable Risk Factors for Institutional and Retail Investors (with A. Johansson and R. Sabbatucci)

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

The POWER of MANY: Equity risk premium predictability revisited (with D. Bianchi and A. RuBESAM)