Color pencil portrait by Federico Uribe
Publications:
Asset Pricing/Financial Econometrics
Experimental and Behavioral Economics
Other Publications:
Asset Pricing/Financial Econometrics
- "Non-Standard Errors," Forthcoming at Journal of Finance (crowd-sourced project with 342 co-authors from 34 countries and 207 institutions) - Working Paper Version
- "The Unintended Impact of Academic Research on Asset Returns: The CAPM Alpha," Management Science, 2021 - Published Version - Working Paper Version
- "Understanding Growth Patterns in US Health Care Expenditures," Journal of the European Economic Association, 2019 (with Manuel Santos) - Published Version - Working Paper Version
- "Beta Matrix and Common Factors in Stock Returns," Journal of Financial and Quantitative Analysis, 2018 (with Seung C. Ahn and Na Wang) - Published Version - Working Paper Version
- "Eigenvalue Ratio Test for the Number of Factors," Econometrica, 2013 (with Seung C. Ahn) - Published Version - Working Paper Version
Experimental and Behavioral Economics
- "Profiling Dynamic Decision-Makers," PLOS ONE, 2022 (with Konrad Grabiszewski) - Published Version - Working Paper Version
- "Measuring Tree Complexity with Response Times," Journal of Behavioral and Experimental Economics, 2022 (with Konrad Grabiszewski) - Published Version - Working Paper Version
- "Effort is not a Monotonic Function of Skills: Results from a Global Mobile Experiment," Journal of Economic Behavior & Organization, 2020 (with Konrad Grabiszewski) - Published Version - Working Paper Version
Other Publications:
- "Portfolio Choice in Mexico," Journal of Behavioral and Experimental Finance, 2017 (with Avichai Snir) - Published Version - Working Paper Version - Summary Version (Spanish)
- "Out-of-town Buyers, Mispricing and the Availability Heuristic in a Housing Market," Real Estate Finance, 2017 (with Daniel Osgood and Avichai Snir) - Published Version
- "Parcel Size and Land Value: A Comparison of Approaches," Journal of Real Estate Research, 2015 (with Karl Guntermann, Federico Nardari and Garreth Thomas) - Published Version - Working Paper Version
Working Papers:
Asset Pricing/Financial Econometrics
Behavioral and Experimental Economics
Asset Pricing/Financial Econometrics
- Common Factors in Equity Option Returns (with Aurelio Vasquez and Xiao Xiao)
- Market Betas in Multi-factor Models (with Seung C. Ahn) - Supplemental Material - revision requested
- Leverage and Performance Metrics in Asset Pricing - old version - [new version coming soon]
Behavioral and Experimental Economics
Mobile Experiments (with Konrad Grabiszewski)
(with Konrad Grabiszewski and Diogo Aguiar Gomes)
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