NYU Stern School of Business
44 West Fourth Street, 9-81
New York, NY 10012
- Assistant Professor of Finance, New York University, Stern School of
Business, 2016 - Present
- Invited Member, Macro Finance Society, 2017 – Present
- Ph.D. Finance, UCLA Anderson School, June 2016
- Visiting Ph.D. Student, Chicago Booth School of Business, Spring
- B.S. Applied Mathematics, University of Colorado, 2011, Magna Cum
- Trade Network Centrality and Currency Risk Premia. The Journal of
Finance, 74(3), 2019, 1315-1361.
- Gravity in the Exchange Rate Factor Structure, with Hanno
Lustig. The Review of Financial Studies, 33(8), 2020, 3492–3540.
- International Trade and Social Connectedness With Michael Bailey,
Abhinav Gupta, Sebastian Hillenbrand, Theresa Kuchler, and Johannes
Stroebel. Journal of International Economics, 129(103418), March 2021.
- Which Investors Matter for Equity Valuations and Expected Returns?
with Ralph Koijen and Motohiro Yogo.
- A Portfolio Approach to Global Imbalances With Zhengyang Jiang and
Tony Zhang. Journal of Finance, Revise and Resubmit.
- Origins of International Factor Structures, with Zhenyang
Jiang. Journal of Financial Economics, Revise and Resubmit.
- Divided We Fall: International Health and Trade Coordination During
a Pandemic With Viral Acharya, Zhenyang Jiang, and Ernst-Ludwig von
- Hansen-Jagannathan Bounds with Convenience Yields, With Zhengyang
Presentations (* Indicates Conference Presentation by Co
- 2021: John Hopkins University, Baruch University, Network Science
Conference, Society for Economics Dynamics, Virtual Finance
Workshop, London School of Economics
- 2020: American Finance Association (x2), Columbia University,
Stevens Institute of Technology, Colorado State University,
Triangle Macro-Finance Workshop, University of Geneva, Duke
- 2019: Adam Smith Conference, NBER Long-Term Asset Management,
Annual Conference on International Finance, UCLA Fink Center
Conference, LSE Paul Woolley Center Conference, Columbia New
Empirical Finance Workshop, NBER Summer Institute International
Asset Pricing, Stanford Institute for Theoretical Economics, The
University of Hong Kong, Hong Kong University of Science and
Technology, CIRANO Networks Conference
- 2018: Econometric Society Meeting at ASSA, American Finance
Association, Utah Winter Finance Conference, Princeton University,
UNC Chapel Hill, Boston University, NYU Stern
- 2017: Unversity of Melbourne, Annual Conference on International
Finance, Central Bank Research Conference (NBER Sponsored),
Midwest Finance Association, NBER SI International Finance and
Macroeconomics, NBER SI Macroeconomics within and Across Borders,
CEBRA Bank of Canada Conference, INSEAD, Ohio State University,
Financial Research Network Asset Pricing Meeting
- 2016: Stanford Institute for Theoretical Economics, Western
Finance Association, Annual Conference on International Finance,
Chicago Booth, Northwestern Kellogg, UT Austin, MIT Sloan, Boston
College, NYU Stern, Carnegie Mellon, London Business School,
Imperial College London, University of Utah, Chicago Booth
International Macro-Finance Conference
- 2015: Twelfth Annual Conference on Corporate Finance at Olin
School of Business, University of Colorado at Boulder, Chicago
Economics Dynamics Working Group, Chicago Finance Brown Bag
NYU Stern School of Business
- Asset Pricing PhD (Spring 2019, 2020, 2021)
- Foundations of Finance MBA (Spring 2018, 2019, 2020, 2021)
- Foundations of Finance Undergraduate (Spring 2017, 2018)
UCLA Anderson School of Management
- MFE R/MATLAB Programming Workshop (Fall 2013, 2014, 2015)
- MFE Emprical Asset Pricing, Professor Hanno Lustig (Winter 2013, 2014)
- MFE Quantitative Asset Management, Professor Jason Hsu (Spring 2014)
- MBA Private Equity and Venture Capital, Professor Mark Garmaise
- MFE Corporate Finance, Professor Mark Garmaise (Winter 2012)
University of Colorado at Boulder
- MS/BS Mathematical Statistics (Spring 2010)
- MS/BS Statistical Computing (Fall 2010)
Honors, Awards, and Fellowships
- Vienna Symposium on Foreign Exchange Markets Best Paper Award (2020)
- Annual Conference on International Finance Best Paper Award (2016)
- Cubist Systematic Strategies Ph.D. Candidate Award for Outstanding
- Xavier Drèze award for most outstanding Ph.D. research paper (2016)
- Best Finance Ph.D. Dissertation Award in Honor of Professor Stuart
I. Greenbaum, Olin Business School (2015)
- UCLA Dissertation Year Fellowship (2015-2016)
- UCLA Anderson Fellowship (2011-2015)
- American Finance Association Student Travel Grant (2015)
- NSF grant for Undergraduate Mathematics research (2009-2011)
- Participant in UC Berkeley Summer Explorations in Statistics
- B. Pellegrino, E. Spolaore, R. Wacziarg: Barriers to Global Capital
Allocation. American Finance Association (2022).
- R. Hassan, E. Loualiche, A. Pecora, and C. Ward : International
Trade and the Risk in Bilateral Exchange Rates. NBER International
Asset Pricing (2021.
- S. Andrews, M. Croce, R. Colacito and F. Gavazzoni: Concealed
Carry. European Finance Association (2021).
- C. Badarinza, T. Ramadorai, C. Shimizu: Gravity, Counterparties and
Foreign Investment. Western Finance Association (2020).
- M. M. Croce, M. R. Jahan-Parvar, S. Rosen: SONOMA: a Small Open
ecoNOmy for MAcrofinance. SFS Cavalcade (2019).
- W. Du, S. Gadgil, M. Gordy, C. Vega: Counterparty Risk and
Counterparty Choice in the Credit Default Swap Market. Yale Juniors
- C. Schiller: Financial Contagion in International Supply-Chain
Networks. SFS Cavalcade (2018).
- M. Dahlquist and J. Penasse: The Missing Risk Premium In Exchange
Rates. Western Finance Association (2017).
- Z. He, B. Kelly, A. Manela: Intermediary Asset Pricing: New
Evidence from Many Asset Classes. American Finance Association
- M. Boons and M. Prado: Basis-momentum in the Futures Curve and
Volatility Risk. European Financial Association (2016)
- F. Gourio, M. Siemer, and A. Verdelhan: Uncertainty and
International Capital Flows. NYU Stern Volatility Institute (2016)
- Online International Finance and Macroeconomics Seminar
- Journal of Finance, Review of Financial Studies, Journal of
Financial Economics, Review of Economic Studies, Journal of
International Economics, Journal of Financial and Quantitative
Analysis, Journal of Financial Econometrics, Journal of Banking and
Finance, Journal of Economics and Business, Journal of Empirical
Finance, Review of Finance, Review of Asset Pricing Studies
- Colorado Finance Summit, European Finance Association, Financial
Intermediation Research Society, SFS Cavalcade