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Research Interests
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Investments and Asset Management (Private Equity, Mutual Funds, Hedge Funds), Investor Behavior, Forensic Finance
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Published Papers
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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
6. Moving the Goalposts? Mutual Fund Benchmark Changes and Performance Manipulation
with Kevin Mullally
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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 |
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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 |