I am an Assistant Professor of Finance at Boston College. My research interests are in asset pricing and market microstructure.

Curriculum Vitae

Working Papers

  • A Century of Market Reversals: Resurrecting Volatility (draft available upon request)
  • with Blake LeBaron and Jeffrey Pontiff
  • Seasonalities in Anomalies
    • Several asset pricing anomalies display strong monthly seasonalities that affect their economic interpretation


  • Informed Trading Intensity
  • with Vyacheslav Fos and Dmitriy Muravyev
  • Journal of Finance, forthcoming
    • We propose a novel, data-driven, measure of informed trading
    • Informed trading measure available here