I have been at the University of Oregon since 2003. Before then, I was on faculty at Texas A&M University. I received my PhD in finance from the University of North Carolina at Chapel Hill and my B.S. in mathematics and economics from Tulane University.

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My research seeks to better understand how investors value risky assets, what information signals they rely on, how bits of information get impounded into securities prices, and what frictions can disrupt that process. My work is empirical and is motivated by theories of optimal tradeoffs between risk and return. Investigating anomalous patterns in stock returns -- which are returns that systematically exceed what seems fair given the risk exposure -- can offer new insights into how financial markets work. What types of buy/sell signals produce such good performance? What frictions or hidden risks may be driving these returns?