Published Articles
The Dynamics of Disagreement
(with
Review of Financial Studies, 2023, 36 (6), 2431-2467.
AQR Insight Award - Honorable Mention
institutional assets award
Coverage @
Presented @
Miami Behavioral
Cavalcade
Paris December
NBER
AFA
EFA
Luxembourg
Maryland
DGF
Kiel
University of Washington
Rochester
Brandeis
Stockholm School of Economics
TUM
Columbia
HEC Montréal
LSE
Oxford
UCLA
LBS
HU Berlin
UvA
Münster
EPFL
WashU
Copenhagen
Oxford
Münster Econ
Notre Dame
Hannover
Kepos Capital
QWAFAxNEW
SQA Quantitative Investing Conference
institutional assets
SQA
Arrowstreet
AQR
Blackrock
Martingale
Abstract:
Former Title(s):
Overconfidence, Information Diffusion, and Mispricing Persistence; Overpriced Winners; Betting Against Winners
The Cross-Section of Risk and Returns
(with
Review of Financial Studies, 2020, 33 (5), 1927-1979.
ACATIS Value Prize (2nd)
Presented @
New Methods for the Cross Section of Returns Conference
EFA
AFA
TCU Finance
LBS Symposium
DGF
EEA
Hoechst AP Workshop
UCLA
AFFI
MARC
Imperial Hedge Funds Conference
HKUST
Value Investing Conference
Georgetown
CUNY
Cornell
Hannover
EPFL
UT Austin
Yale
NYU
WashU
TUM Heilbronn
TUM
CEMFI
Zurich
Cincinatti
BI Oslo
UvA
Münster
HEC Montréal
Northwestern
Columbia
CFA Society Netherlands
PGGM
Robeco
Goldman Sachs
SQA
Kepos
Stone Ridge
Deutsche Bank
AQR
Bloomberg
Barclays
Martingale
Axioma
Abstract:
Savings and Consumption When Children Move Out
(with
Review of Finance, 2016, 20 (6), 2349-2377.
Joachim R. Frick Best Paper Prize
Presented @
International Young Scholar SOEP Symposium
EFMA
International Pension Workshop
DGF
VfS
VHB
SGF
Abstract:
Working Papers
Streaks in Daily Returns
(with
PanAgora Crowell Memorial Prize (3rd)
Presented @
Paris December
EFA
PanAgora
EEA
DGF
SAFE AP Workshop
Bremen
TUM
UvA
Abstract: