“Characteristics of Mutual Fund Portfolios: Where are the Value Funds?” (with Martin Lettau and Paulo Manoel). Comments welcome.
"Shock Restricted Structural Vector-Autoregressions" (with Sai Ma and Serena Ng). Comments welcome.
“Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both?” (with Josue Cox). Comments welcome.
"Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?" (with Sai Ma and Serena Ng). Comments welcome.
"Monetary Policy and Asset Valuation" (with Francesco Bianchi and Martin Lettau). Comments Welcome.
"Origins of Stock Market Fluctuations" (with Daniel Greenwald and Martin Lettau). Comments welcome.
"Foreign Ownership of U.S. Safe Assets: Good or Bad?" (with Jack Favilukis and Stijn Van Nieuwerburgh). Comments welcome.
"A Primer on the Economics and Time Series Econometrics of Wealth Effects: A Comment" (with Martin Lettau and Nathan Barczi).