Welcome, and thank you for visiting my web page! I recently completed my PhD in Finance at Purdue University's Krannert School of Management
and I am currently a Visiting Instructor at the same institution.
My research interests are related to the cross-sectional predictability of stock returns and to the effect of policy uncertainty on the real economy.
In my paper on “Asset Pricing Anomalies and Time-Varying Expected Returns”, I use a regime-switching model to estimate the joint distribution of the returns
from several well cited asset pricing anomalies. I find that, consistent with risk explanations, many anomalies exhibit significantly countercyclical expected
returns. In two co-authored papers, I investigate the effect of policy uncertainty on the capital investment decisions of U.S. firms, and on the international
trade patterns of nine major economies. I find that policy uncertainty has a strong negative impact on capital investments, and that this relationship depends
significantly on industry competitiveness, investment irreversibility and financial constraints. Additionally, I find that policy uncertainty has a negative
impact on trade values, both in terms of the number of products exported and the value of exports per product.
During my time at Purdue University I have had the opportunity to teach three upper-level undergraduate courses. As a graduate student,
I taught “Investment Management” and “Financial Markets and Institutions” and received Krannert teaching awards for each of those courses.
As a Visiting Instructor, I am currently teaching two sections of our “Financial Management” course and I am scheduled to do the same during the spring semester.