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Working Papers

"Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion" (with J.B. Donaldson). NBER Working Paper No. 25519, January 2019. [PDF]

"Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets" (with George Aragon and Sunil Wahal). NBER Working Paper No. 24575, revised December 2018. [PDF]

"Demographics and FDI: Lessons from China's One-Child Policy" (with John Donaldson, Christos Koulovatianos and Jian Li). [PDF]. NBER Working paper 24256, revised November 2018

"Is Idiosyncratic Risk Conditionally Priced?" (with Sunil Wahal and Daruo Xie) retitled NBER Working Paper 22016 "Is Idiosyncratic Risk Quantitatively Significant?", revised April 2019 [PDF]

"Asset Pricing Implications of Macroeconomic Interventions An Application to Climate Policy" Working Paper, 2013. [PDF]

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