Assistant Professor of Finance
California Institute of Technology

Contact Information
1200 E. California Blvd. MC 228-77, Pasadena, CA, 91125
Phone: (626)-660-6328 | Email:

Research Interests

Asset Pricing, Behavioral Finance, Institutional Frictions, Financial Intermediaries, Household Finance

Curriculum Vitae
Click here for a curriculum vitae

Research Statement
Click here for a research statement

SSRN Author Page | Google Scholar Page

Publications/Forthcoming Articles

Working Papers

Work in Progres
  • Leverage Taking Behavior in the Chinese Stock Market, 2017. (with Cameron Peng and Wei Xiong)
  • Aggregate Return Overextrapolation in the Cross-section of Stock Returns, 2017. (with Stefano Cassella and Huseyin Gulen)
  • Prospect Theory and Cross-sectional Asset Prices, 2016. (with Nicholas C. Barberis)
  • A Two-Tree Intermediary Asset Pricing Model, 2015. (with Tyler Muir)
  • Realization Utility and Trading Patterns, 2015. (with Jonathan E. Ingersoll, Jr.)


Jonathan E. Ingersoll, Jr. (Chair)
Adrian C. Israel Professor of International Trade and Finance
Yale School of Management
Phone: 203-432-5924

Nicholas C. Barberis
Stephen and Camille Schramm Professor of Finance
Yale School of Management
Phone: 203-436-0777
Andrei Shleifer
Professor of Economics
Harvard University
Phone: 617-495-5046
Robin M. Greenwood
George Gund Professor of Finance and Banking
Harvard Business School
Phone: 617-495-6979

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