Overhyped? Can ML Models Reliably Predict Stock Returns?

With Allan Timmermann, and Terri van der Zwan

Industry Concentration, Sticky Profits, and Return Dynamics

Job Market Paper

Pension Plan Scale, Bargaining Power, and Investment Allocation and Performance

With Tjeerd deVries, Allan Timmermann, and Russ Wermers

Forecasting FOMC Forecasts

With Jaime Marquez. Published in Econometrics Celebrated Econometricians - David Hendry

FOMC Forecasts - Are They Useful for Understanding Monetary Policy?

With Jaime Marquez. Published in the Journal of Risk and Financial Management.