Papers

Trading on Coincidences (2014) [Resubmitted JF, Paper]

Misinformed Speculators and Mispricing in the Housing Market (2014, w/ Chris Mayer) [R&R RFS, Paper, Slides, NBER Digest]

Feature-Selection Risk (2014) [Paper, Slides]

When Fast Trading Looks Like Priced Noise (2014, w/ Mao Ye) [Paper]

Work in Progress

The Sound of Many Funds Rebalancing (2014, w/ Slava Fos)

Emergent Aggregate Risk (2014)

The Positive Externality of Accurate Prices (2014)