Asset pricing; behavioral finance; financial macroeconomics; household finance; and investor behavior
"Income hedging, dynamic style preferences, and return predictability,” with J. Addoum, G. Korniotis, and A. Kumar, Journal of Finance, Vol. 74, Issue 4, Aug. 2019, pp. 2055 – 106
“Consumption-income sensitivity and portfolio choice,” with J. Addoum and G. Korniotis, Review of Asset Pricing Studies, Vol. 9, Issue 1, June 2019, pp. 91-136
“A single-factor consumption-based asset pricing model,” with A. Kostakis, Journal of Financial and Quantitative Analysis, Vol. 54, Issue 2, Apr. 2019, pp. 789-827
“Where’s the kink? Disappointment events in consumption growth and equilibrium asset prices,” Review of Financial Studies, Vol. 30, Issue 8, Aug. 2017, pp. 2851 – 89
"The human capital that matters: Expected returns and high-income households," with S. Campbell, D. Jiang, and G. Korniotis, Review of Financial Studies, Vol. 29, Issue 9, Sep. 2016, pp. 2523 –