Welcome

Hi, I am a Ph.D. Candidate at the University of Cologne, Germany. The thread running through my work is that the errors in analysts' and investors' expectations are not random but structured and tied to how people process information. I come at this from both the econometrics of measuring expectations when the inputs are biased, and the modelling of processes that generate these expectations in the first place. My job market paper, "Cost of Capital: A Bayesian Approach," is one instance — a Bayesian method that recovers the earnings expectations valuation requires, especially when the uncertainty in the information environment of analysts/investors is high.

This is my personal website. You can find my academic CV here.