About

I am an assistant professor of finance at the Purdue University Daniels School of Business. I received my Ph.D. in Financial Economics from Yale University. Prior to my doctoral studies, I was a research associate in the Global Macro group at AQR Capital Management and studied Statistics and Economics at the University of Chicago.

For the academic year 2024-2025, I am visting Yale University.


Publications

Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price
(with Todd M. Hazelkorn and Tobias J. Moskowitz)
Journal of Finance 78(1) (2023): 301-345
Abstract [+] | Publisher's Version | PDF | Internet Appendix


Getting Schooled: Universities and VC-backed immigrant entrepreneurs
(with Natee Amornsiripanitch, Paul A. Gompers, and George Hu)
Research Policy 52(7) (2023): 104782
Abstract [+] | Publisher's Version | WP PDF | SSRN | NBER WP #28773
HLS Governance Forum



Working Papers

Quantities and Covered-Interest Parity (Updated 07/2024)
(with Tobias J. Moskowitz, Chase P. Ross, and Sharon Y. Ross)
Abstract [+] | PDF | SSRN


Speculating on Higher Order Beliefs (Updated 06/2024)
(with Paul Schmidt-Engelbertz)
Revise and Resubmit, Review of Financial Studies
Abstract [+] | PDF | SSRN


The Role of Beliefs in Asset Prices: Evidence from Exchange Rates
(with Joao Paulo Valente and Tianhao Wu)
Abstract [+] | PDF | SSRN


Betting Without Beta
(with Tobias J. Moskowitz)
Abstract [+] | PDF | SSRN