Welcome! My research focuses on questions related to empirical asset pricing and the environment. 

2025/2026 Job Market Paper:

Anything Goes: Pricing Physical Climate Risk [link][SSRN]

I study whether physical climate risk matters for asset prices given the mixed empirical evidence. Using Form 8-K filings, a nontraded factor signals increased risk by capturing the proportion of US firms that experience material events. It is less noisy than existing measures, negatively related to future consumption, and positively related to climate disasters. Assets that negatively covary with the factor earn a positive risk premium of 0.18% per month, yet most of its variation is unpriced. In contrast, a factor based on hazard exposure has a negative risk premium, implying ex-ante risks are not well understood. Overall, investors appear to weakly price physical climate risk as a disaster risk, but ex-ante hazard risk exposure does not compensate investors.