Associate Professor of Finance
Kelley School of Business
Curriculum Vitae [
Technological Innovation, Resource Allocation and Growth (with Leonid Kogan, Dimitris Papanikolaou, and Amit Seru). Forthcoming, Quarterly Journal of Economics. [ Data] The People in Your Neighborhood: Social Interactions and Mutual Fund Portfolios (with Veronika Pool and Scott Yonker). Journal of Finance, 2015. [ Web appendix]
Who Trades With Whom? Individuals, Institutions, and Returns. Journal of Financial Markets, 2014. [ SSRN version]
No Place Like Home: Familiarity in Mutual Fund Manager Portfolio Choice (with Veronika Pool and Scott Yonker). Review of Financial Studies, 2012. [ Web appendix ] [ SSRN version]
Learning By Trading (with Amit Seru and Tyler Shumway). Review of Financial Studies, 2010. [ SSRN version] Working papers
Code and Data
I have posted some
SAS code to estimate regressions with Fama-Macbeth, clustered standard errors, or fixed effects in SAS. This code complements the Stata code available on Mitchell Petersen's Programming Advice page.
New patent data: The KPSS patent data (1926-2010) is at iu.box.com/patents. SAS code to
estimate PIN (as in Easley, Kiefer, O'Hara & Paperman, 1996, Journal of Finance).
“The two greatest inventions of the human mind are writing and money—the common language of intelligence, and the common language of self-interest.”