Publications
– Manipulation in the VIX? (with John M. Griffin)
[Published Version]
Review of Financial Studies, 2017, 31(4), 1377-1417
Selected Media Coverage:
Bloomberg, Bloomberg Opinion, MarketWatch, Reuters, WSJ
– Is Bitcoin Really Un-Tethered? (with John M. Griffin)
Journal of Finance
Selected Media Coverage:
Bloomberg, CNNMoney, LA Times, NY Times, Reuters, U.S. News
– 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
– Does the Market React to Noise in the VIX?
– Human vs. Machine: Underwriting Decisions in Finance (with Mark Jansen and Hieu Nguyen)
Work in Progress
– Climate Change, Firm Investment, and Urban Runs (with Sheridan Titman and Guozhong Zhu)