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Working Paper

  • Open Source Cross-Sectional Asset Pricing (with Andrew Cheng), Link, Code, Data, Online Appendix
  • Claim Dilution in the Municipal Debt Market (joint with Ivan Ivanov). Link
  • Employment Effects of Unconventional Monetary Policy: Evidence from QE (joint with Stephan Luck). Link
  • Did QE Lead Banks to Relax their Lending Standards? Evidence from the Federal Reserve’s LSAPs (joint with Robert Kurtzman and Stephan Luck). Link
  • Publication Bias and the Cross-Section of Stock Returns (joint with Andrew Y. Chen). Link
  • Tree-based conditional portfolio sorts: The relation between past and future stock returns (joint with Benjamin Moritz), [Revise & Resubmit (Review of Financial Studies)], Best Paper Award - Annual Meeting 2015 of the German Finance Association (Deutsche Geselleschaft für Finanzwirtschaft). Link
  • Can Government Demand Stimulate Private Investment? Evidence from U.S. Federal Procurement (joint with Shafik Hebous), IMF WP No 16/60. Link
  • Cross-Border Effects of Fiscal Consolidations: Estimates Based on Narrative Records (joint with Shafik Hebous), CESifo Working Paper Series 4311, CESifo Group Munich, 2014. Link