Publications

Manipulation in the VIX? (with John M. Griffin)
   [Published Version]
   Review of Financial Studies, 2017, 31(4), 1377-1417
   Selected Media Coverage:
   BloombergBloomberg OpinionMarketWatchReutersWSJ

The University of Texas Inequality Project Global Inequality Data Sets, 1963–2008: Updates, Revisions and Quality Checks
   (with J.K. Galbraith, B. Halbach, A. Malinowska, and W. Zhang)
   In: Stiglitz, Joseph E., Guzman, Martin (eds) Contemporary Issues in Microeconomics, 2016, (pp. 7-39)

Working Papers

 Is Bitcoin Really Un-Tethered? (with John M. Griffin)
    Revise and Resubmit, Journal of Finance
    Selected Media Coverage:
    BloombergCNNMoneyLA TimesNY Times
ReutersU.S. News

– Does the Market React to Noise in the VIX?
   (Draft available on request)

Work in Progress

– Climate Change, Firm Investment, and Urban Runs (with Sheridan Titman and Guozhong Zhu)