Research

Academic Journal Publications

"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: MarketWatchBloombergETF.comYahoo! FinanceThe 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 Phillips Curve: Evidence From State Amazon Taxes As A Natural Experiment”, with Kyle Kost and Liangjie Wu

“Portfolio Rebalancing and the Treasury Market Month-End Effect”, with Krista Schwarz

“The Tax Cuts and Jobs Act and Investment: Evidence From Changes In Tax-Adjusted Q”

"Estimating The Effective Lower Bound For Nominal Interest Rates: Evidence From Storage and Transaction Costs"

Miscellaneous

"Statistically Measuring 2016 Presidential Candidate Electability: Evidence From Prediction Markets", (with Kevin A. Hassett)

Coverage: The Washington PostMarginal Revolution

"Health Care Stocks and The Affordable Care Act: Evidence From NFIB v. Sebelius and King v. Burwell".

            (SSRN) (Becker Friedman Institute Working Paper) Coverage: Marginal Revolution

"The Mortgage Interest Tax Deduction and the Great Recession"

            (Working Paper)

"Health and the Savings of Insured Versus Uninsured Households in the U.S.", (with Maude Toussaint-Comeau)

            (Chicago Fed Working Paper), Presented at ASHE, Midwest Finance Association Annual Meetings

Tools:

www.monetarypolicyrules.org (Documentation: "Monetary Policy Rules In The 21st Century")

            Coverage: Greg Mankiw's Blog, National Review

 

Sports Analytics

"Going For Two: Optimizing Between Extra Points and Two Point Conversions In The NFL"

 (SSRN) (Working Paper) Coverage: Marginal Revolution, National Affairs

"Overconfidence In Professional Sports Draft Valuation: Evidence From The NBA, NFL and NHL"

"Taxation and the Mobility of Professional Athletes in the U.S."

 Ben Bernanke

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

 Richard Posner

Richard Posner