Publications and Accepted Papers:
Journal of Political Economy, forthcoming
with J. Ramos.
American Economic Review, July 2020, Vol. 110 (7), pp. 2128–2152.
Journal of Finance, August 2018, Vol. 73 (4), pp. 1785–1818.
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications (Updated Data)
Journal of Financial Economics, February 2016, Vol. 119 (2), pp. 249–283.
Revise and Resubmit at Review of Financial Studies
Revise and Resubmit at Journal of Financial Economics