Academic Journal Publications
“The ‘Amazon Effect’ on Inflation and the Labor Market: Evidence From State Amazon Taxes As A Natural Experiment”, Working Paper, with Kyle Kost and Liangjie Wu
“Portfolio Rebalancing and the Treasury Market”, Working Paper, with Krista Schwarz
"Should The U.S. Government Issue Floating Rate Notes?", with Urban Jermann, Journal of Money, Credit and Banking (submitted)
Practitioner Peer-Reviewed Publications
"Liquid Alternative Mutual Funds Versus Hedge Funds: Returns, Risk Factors and Diversification", Journal of Alternative Investments, Winter 2019. Coverage: BarclayHedge
"Jim Cramer's 'Mad Money' Charitable Trust Performance and Factor Attribution", with Matthew Olson, Journal of Retirement, Summer 2018. Coverage: MarketWatch, Bloomberg, ETF.com, Yahoo! Finance, The Globe and Mail, The Week, Kiplinger, The Daily Pennsylvanian, MSN.com, National Affairs, Index Fund Advisors
"Statistically Measuring 2016 Presidential Candidate Electability: Evidence From Prediction Markets", (with Kevin A. Hassett)
Work in Progress:
“The Tax Cuts and Jobs Act and Investment: Evidence From Changes In Tax-Adjusted Q”, Working Paper
“Measuring The The Amazon Effect: Evidence From State Online Sales Tax Increases As A Natural Experiment”, Working Paper
"Estimating The Effective Lower Bound For Nominal Interest Rates: Evidence From Storage and Transaction Costs", Working Paper
"The Treasury Turn-Of-The-Month Premium"
"Health Care Stocks and The Affordable Care Act: Evidence From NFIB v. Sebelius and King v. Burwell".
"The Mortgage Interest Tax Deduction and the Great Recession"
"Health and the Savings of Insured Versus Uninsured Households in the U.S.", (with Maude Toussaint-Comeau)
Coverage: Greg Mankiw's Blog
"Going For Two: Optimizing Between Extra Points and Two Point Conversions In The NFL"
"Overconfidence In Professional Sports Draft Valuation: Evidence From The NBA, NFL and NHL"
"Taxation and the Mobility of Professional Athletes in the U.S."