Commodity Inattention (2016) [Job Market Paper]
 Equity investors fail to fully appreciate information in commodity markets that affects stocks; a long short equity strategy that takes advantage of this inattention has alphas up to 1.5% per month.
  
Market Crash Risk and Slow Moving Capital (w/ Johnny Kang 2016)
 Show that S&P 500 options contain significant forecasting information for returns on the value factor (HML) and junk vs. investment grade bonds due to slow moving mutual fund capital.
  
Is Real Interest Rate Risk Priced? Theory and Empirical Evidence (w/ Sam Kruger, 2016)
 Analyze a model that suggests real interest rate risk should be priced and empirically examine pricing implications in the cross section of equities and bonds.