Color pencil portrait by Federico Uribe
Publications:
Asset Pricing/Financial Econometrics
Experimental and Behavioral Economics
Asset Pricing/Financial Econometrics
- "The Unintended Impact of Academic Research on Asset Returns: The CAPM Alpha," Management Science, 2021 - Published Version - Working Paper Version
- Best paper award at the 2019 FMA Global Conference in Latin America
- Media: Featured at Bloomberg's "Money Stuff", Featured at Bloomberg's "Markets", Featured in video at Financial Times' "Charts That Count", Mentioned at Bloomberg's "Markets", Featured at Financial Times' "FT Advisors' Asset Allocator", Mentioned at Seeking Alpha.
- "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
- "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
- "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
Working Papers:
Asset Pricing/Financial Econometrics
Behavioral and Experimental Economics
Asset Pricing/Financial Econometrics
- Non-Standard Errors (crowd-sourced project with 342 co-authors from 34 countries and 207 institutions)
- 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
- Game-Form Recognition in Dynamic Interactions (with Konrad Grabiszewski) - [new version coming soon]
Mobile Experiments (with Konrad Grabiszewski)
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