Description: Y:\Public\www\images\Duarte2.jpg

Description: Y:\Public\www\images\spacer_t.gif

CURRICULUM VITAE

Description: Y:\Public\www\images\spacer_g.gif

Description: Y:\Public\www\images\spacer_t.gif

COURSES

Description: Y:\Public\www\images\spacer_g.gif

Description: Y:\Public\www\images\spacer_t.gif

PUBLICATIONS

Description: Y:\Public\www\images\spacer_g.gif

Description: Y:\Public\www\images\spacer_t.gif

HOME

Description: Y:\Public\www\images\spacer_g.gif

Description: Y:\Public\www\images\spacer_t.gif

EMAIL

Working Papers

Very Noisy Option Prices and Inferences about Option Returns

with Christopher S. Jones and Junbo Wang

Best Paper Presented at the 2019 Conference on Derivatives and Volatility

 

 

Unpublished Papers

 

The Price of Market Volatility Risk 
with Christopher S. Jones

Can the Common-Factor Hypothesis Explain the Observed Housing Wealth Effect?
with Narayan Bulusu and Carles Vergara-Alert

How Does Failure Spread Across Broker-Dealers and Dealer Banks?

with Adam Kolasinski

 

 

Do individual investors form rational expectations? Evidence from peer-to-peer lending
with Lance Young and Stephan Siegel

 

 

 

 

 

UPDATED: 12/19

        Jones Faculty  :   Jones Home  :   Rice Home