Published papers

How Important are Inflation Expectations for the Nominal Yield Curve?
     with Amir Yaron.
     [Journal]
     Review of Financial Studies, Volume 34, Issue 2, February 2021, Pages 985–1045,

Late to Recessions:  Stocks and the Business Cycle
     [Journal] [SSRN]
     Journal of Finance, Volume 77, Issue 2, April 2022, Pages 809-1431.

Real-time Price Discovery via Verbal Communication: Method and Application to Fedspeak
      with Marco Grotteria. 
       [Journal​]  [SSRN]  
     Journal of Financial Economics, Volume 143, Issue 3, March 2022, Pages 993–1025 

Working papers

Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices [SSRN]
     with Francesco Bianchi and Howard Kung 
     Revise and resubmit at the Review of Financial Studies

Do market prices reflect biased information? Evidence from voluntary corporate disclosures  [SSRN]
     with Marco Grotteria.
     First version: December 2021  --  Last revised: July 2022

Measuring the Effects of the Global Tax Reform - Evidence from High-frequency Data [SSRN]
     with Marcel Olbert
     First version: March 2022  --  Last revised: September 2022

REFERENCES

• Itamar Drechsler

• Frank Schorfheide

• Robert F. Stambaugh

• Amir Yaron ​

Threats to Central Bank Independence: High-Frequency Identification with Twitter [Link]
     with Francesco Bianchi,  Thilo Kind and Howard Kung 
     Revise and resubmit at the Journal of Monetary Economics