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ACADEMIC AND PROFESSIONAL ENGAGEMENT ACTIVITIES

My primary area of research interest is U.S. capital markets, both equity and debt. On the equity side, my research encompasses investor reaction to information, IPOs, mutual funds, and ETFs. On the debt side, my work has examined the pricing of corporate bonds, and fundamental information that can be extracted from bond prices. A recent research area has been trading and market microstructure. Here, I examined trading strategies in the post-Reg H era, of informed investors around earnings announcements. My work has been published in the Review of Financial Studies, Journal of Law and Economics, Journal of Business, Financial Management. I have consulted for quantitative equity fund managers, helping to formulate and track investment strategies. On the corporate bond side, I maintain a blog on emerging market USD corporate bond issuance.