Papers

Misinformed Speculators and Mispricing in the Housing Market (2015, w/ Chris Mayer) [R&R RFS, Paper, Slides, NBER Digest]

Trading on Coincidences (2015) [Submitted, Paper]

Feature-Selection Risk (2015) [Paper, Slides]

When Fast Trading Looks Like Priced Noise (2015, w/ Mao Ye) [Paper]

Sparse Signals in the Cross-Section of Returns (2015, w/ Adam Clark-Joseph and Mao Ye) [Paper]

Work in Progress

The Sound of Many Funds Rebalancing (2015, w/ Slava Fos)

Emergent Aggregate Risk (2015)

The Positive Externality of Accurate Prices (2015)