I study the forces that distort information in capital markets — racial bias in analyst forecasts, pharmaceutical disclosure suppression, narcissistic executives, and the cognitive limits of investor attention. My work spans accounting, finance, behavioral science, and public policy.

My career has been a sustained investigation into a single question: what happens when information systems in capital markets break down?
Racial prejudice and executive narcissism systematically distort financial intermediaries' output. I document these distortions, validate novel measurement approaches, and identify what mitigates them.
Cognitive constraints cause systematic delays in price discovery. Information acquisition paradoxically crowds out macro news. Microstructure frictions create predictable return patterns around earnings.
Firms and accounting standards suppress and omit critical information. Pharmaceutical embargoes, regulatory backfire effects, and the trillions in intangible capital missing from corporate balance sheets.
Selected publications — each distilled to one question and one takeaway.
Free parameters and capitalized intangible stocks from EPW (2024). Build more accurate balance sheets for any publicly traded firm. Used by researchers worldwide and applied in Morgan Stanley Investment Management research.
Code + Data → SDC-GVKEY Mapping → MD&A Text →Research notes, market commentary, and policy perspectives. Where academic rigor meets real-world application.
A chemist who became a financial economist — bringing a scientist's rigor to the messiest questions in capital markets.
Before I studied markets, I studied molecules. My academic journey began in chemistry at Duke and the University of South Florida, where I learned to think in terms of systems, reactions, and evidence. That scientific training — the insistence on rigor, on letting data lead, on questioning assumptions — became the foundation for everything that followed.
The pivot from science to finance came at NYU Stern, where working in financial services gave me a front-row view of how information moves through markets — and how often it gets distorted along the way. That experience drove me to academia: I wanted to understand these distortions systematically, not just observe them anecdotally.
At Cornell, I found my intellectual home in information economics. My doctoral work, with minors in both econometrics and finance, gave me the methodological toolkit to study the deep structure of price discovery. Since then, my research has followed the information — wherever it gets produced, wherever it's corrupted, wherever it fails to reach the people who need it.
Today, my work spans from documenting racial bias in Wall Street analyst forecasts, to exposing how pharmaceutical companies contractually suppress clinical trial results, to measuring the trillions in intangible assets that modern accounting systems systematically omit. The through-line is always the same question: when information breaks, who pays?
I teach accounting the way I research it — by asking why and who cares. The goal is lasting intuition, not memorized rules.
SMU Cox School of Business · 6212 Bishop Blvd, Crow 375 · Dallas, TX 75275