In my research, I strive to help foster an understanding of the financial world from the data and statistical perspective. I incorporate quantitative analysis of financial data with advanced statistical tools in economic models. I examine economic asset pricing models through the behavior of the most basic economic unit, firms. I also exploit the conditional distributional information of asset returns by aggregating quantiles that locally characterize the motion of returns. I also develop methods that answer questions in causal inference when the treatment assignment is nonignorable.
For more information, please contact me at: glma [at] iastate [dot] edu