Research

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Peer-Reviewed Academic Journal Publications

"Should The U.S. Government Issue Floating Rate Notes?", with Urban Jermann, Journal of Money, Credit and Banking, Revise and Resubmit

Peer-Reviewed Practitioner Journal Publications

"Liquid Alternative Mutual Funds Versus Hedge Funds: Returns, Risk Factors and Diversification", Journal of Alternative Investments, Summer 2019. Coverage: BarclayHedge

"Jim Cramer's 'Mad Money' Charitable Trust Performance and Factor Attribution", with Matthew Olson, Journal of Retirement, Summer 2018. Coverage: MarketWatchBloomberg, The Huffington PostYahoo! Finance, ETF.comThe Globe and Mail, The WeekKiplinger, The Daily Pennsylvanian, MSN.com, National Affairs, Index Fund Advisors

Work in Progress

“The ‘Amazon Effect’ on Inflation and the Labor Market: Evidence From State Amazon Taxes As A Natural Experiment”, with Kyle Kost and Liangjie Wu

“Portfolio Rebalancing and The Treasury Market”, with Krista Schwarz

“Bounded Rationality And Prices Over Time: Evidence From ‘The Price Is Right’ As A Natural Experiment From 1977-2018” Discussion with Daniel Kahneman on “Bounded Rationality Over Time”


Miscellaneous

"Statistically Measuring 2016 Presidential Candidate Electability: Evidence From Prediction Markets", with Kevin A. Hassett, AEI Economics Working Papers Series. Coverage: The Washington PostMarginal Revolution

"Health and the Savings of Insured Versus Uninsured Households in the U.S.", with Maude Toussaint-Comeau, Chicago Fed Working Paper Series. Presented at ASHE, Midwest Finance Association Annual Meetings


With Ben Bernanke

With Ben Bernanke

IMF Panel on "Chicagonomics" with Lanny Ebenstein, David Mitch and Pedro Da Costa

IMF Panel on "Chicagonomics" with Lanny Ebenstein, David Mitch and Pedro Da Costa

With Richard Posner

With Richard Posner