Welcome to my personal webpage.
I am an assistant professor of finance at Ontario Tech. University (formerly known as University of Ontario Institute of Technology). I got my PhD from McGill University. My main research interests include Asset Pricing, International Finance, and Financial Econometrics.
My recent research projects are:
- Emerging Markets are Catching Up: Economic or Financial Integration? (with Lilian Ng and Bruno Solnik)
Forthcoming at the Journal Financial and Quantitative Analysis
- Can Cross-Border Funding Frictions Explain Financial Integration Reversals? (with Francesca Carrieri, and Aytek Malkhozov);
Revised and Resubmitted to the Review of Financial Studies
Presented at WFA 2019
- Currency Risk or Intertemporal Risk: Which Matters More for International Asset Pricing (with Francesca Carrieri)
- Prices of Risk and the Business Cycle, (with Francesca Carrieri)
- Correlation Premia in International Markets, (with Babak Lotfaliei)
- Government's Real Estate Interventions and the Stock Market, (with Karolina Krystyniak)