Research Interests
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Investments and Asset Management (Private Equity, Mutual Funds, Hedge Funds), Investor Behavior, Forensic Finance
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Refereed Publications
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1. Industry Familiarity and Trading: Evidence from the Personal Portfolios of Industry Insiders
with Itzhak Ben-David and Justin Birru
2. What do Mutual Fund Investors Really Care About?
with Itzhak Ben-David, Jiacui Li, and Yang Song
3. Ratings-Driven Demand and Systematic Price Fluctuations
with Itzhak Ben-David, Jiacui Li, and Yang Song
4. Discontinued Positive Feedback Trading and the Decline of Return Predictability
with Itzhak Ben-David, Jiacui Li, and Yang Song
5. Unsmoothing Returns of Illiquid Funds
with Spencer Couts and Andrei Goncalves
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Working Papers
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1. Decreasing Returns or Reversion to the Mean? The Case of Private Equity Fund Growth
2. The Performance of Hedge Fund Performance Fees
with Itzhak Ben-David and Justin Birru 3. Moving the Goalposts? Mutual Fund Benchmark Changes and Performance Manipulation
with Kevin Mullally
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Non-Refereed and Book Chapters
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1. Private Equity Fund Size
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Work in Progress
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1. Where Do Leveraged Buyout Fund Returns Come From?
with Berk Sensoy 2. How Smart Are Smart Investors? with Kevin Mullally |