Published/Accepted


Endogenous Inattention and Risk-Specific Price Underreaction in Corporate Bonds
Accepted, Journal of Financial Economics

Advice-Driven Demand and Systematic Price Fluctuations (final version in preparation) with Itzhak Ben-David, Andrea Rossi, and Yang Song
Accepted at Review of Financial Studies, 2021
NBER working paper No. 28103

What Do Mutual Fund Investors Really Care About? (published version) with Itzhak Ben-David, Andrea Rossi, and Yang Song
Accepted at Review of Financial Studies, 2021
Media: ETF.com, Yahoo Finance



​Working Papers

What Drives the Size and Value Factors?
Video presentation at VAMSS (virtual asset management seminar series)
AFA, WFA, SFS Cavalcade, CICF, MFA, AFBC, AFM
2018 Cubist Systematic Strategies Ph.D. Candidate Award for Outstanding Research

Attention Discrimination under Time Constraints: Evidence from Retail Lending 
with Bo Huang, Tse-Chun Lin, Mingzhu Tai, and Yiyuan Zhou 
Econometric Society meetings in Asia+Australia+China+Africa, BFWG, Colorado Boulder, Washington Foster

Retail Bond Investors and Credit Ratings
R&R at JAE
with Ed deHaan and Edward Watts

Discontinued Positive Feedback Trading and the Decline in Asset Pricing Factor Profitability
with Itzhak Ben-David, Andrea Rossi, and Yang Song
NBER asset pricing, AFA, WFA, EFA
​