Welcome to my website! My name is Jesse, a Ph.D. candidate at Rutgers University studying financial economics. Before coming to Rutgers I spent three years as a research analyst at the Center for Business and Policy Research at University of the Pacific. I also received my Bachelor’s degree from University of the Pacific and Master’s degree from the advanced academic programs at Johns Hopkins University. I am on the job market this year and am available for interviews at the 2022 ASSA (Boston, MA) meeting, and remotely.

My research focuses on explaining the cross-section of equity, bond, option and credit default swap returns. That is, why do certain of these assets receive higher average returns than others and the best ways to measure this relationship using both econometric methods and machine learning techniques. I am able to combine existing asset pricing models to explain the cross-section of equity returns more effectively than existing individual models. My proposed factor based on a random forest measure of bankruptcy risk produces significant returns in all four of the above markets. See a preview of my option factor below.

I also have projects related to predicting bond yields and tax revenues during the Covid-19 pandemic, including utilizing alternative data sources such as Google search trends for predicting tax revenues. I invite you to explore these projects, my job market paper and more on the CV, Research, and Teaching sections of my website.