Published/Accepted
Endogenous Inattention and Risk-Specific Price Underreaction in Corporate Bonds
Journal of Financial Economics, 2022, publisher link
Ratings-Driven Demand and Systematic Price Fluctuations with Itzhak Ben-David, Andrea Rossi, and Yang Song
Review of Financial Studies, 2021, publisher link
NBER working paper No. 28103
What Do Mutual Fund Investors Really Care About? with Itzhak Ben-David, Andrea Rossi, and Yang Song
Review of Financial Studies, 2021, publisher link
Selected media coverage: ETF.com, Yahoo Finance, Columbia Law School Blue Sky Blog, Alpha Architect
Working Papers
Prices Are Less Elastic For Less Diversifiable Demand, with Zihan Lin
Asian FA (scheduled), Arizona, BYU Marriott, FMA, Mid Atlantic Research Conference in Finance, Stanford GSB, Stanford SITE (scheduled), U Connecticut, UIUC Gies, USC Marshall, Utah Eccles, UVA Darden
What Drives the Size and Value Factors?
Video presentation at VAMSS (virtual asset management seminar series)
R&R
AFA, WFA, SFS Cavalcade, CICF, MFA, AFBC, AFM
2018 Cubist Systematic Strategies Ph.D. Candidate Award for Outstanding Research
Retail Bond Investors and Credit Ratings
R&R (2nd round)
with Ed deHaan and Edward Watts
Attention Constraints and Financial Inclusion
with Bo Huang, Tse-Chun Lin, Mingzhu Tai, and Yiyuan Zhou
Econometric Society meetings in Asia+Australia+China+Africa, BFWG, Colorado Boulder, Washington Foster, Utah, Great Bay Area Finance Conference, AEA (scheduled), NBER SI (scheduled)
Discontinued Positive Feedback Trading and the Decline of Return Predictability
with Itzhak Ben-David, Andrea Rossi, and Yang Song
NBER asset pricing, AFA, WFA, EFA
Endogenous Inattention and Risk-Specific Price Underreaction in Corporate Bonds
Journal of Financial Economics, 2022, publisher link
Ratings-Driven Demand and Systematic Price Fluctuations with Itzhak Ben-David, Andrea Rossi, and Yang Song
Review of Financial Studies, 2021, publisher link
NBER working paper No. 28103
What Do Mutual Fund Investors Really Care About? with Itzhak Ben-David, Andrea Rossi, and Yang Song
Review of Financial Studies, 2021, publisher link
Selected media coverage: ETF.com, Yahoo Finance, Columbia Law School Blue Sky Blog, Alpha Architect
Working Papers
Prices Are Less Elastic For Less Diversifiable Demand, with Zihan Lin
Asian FA (scheduled), Arizona, BYU Marriott, FMA, Mid Atlantic Research Conference in Finance, Stanford GSB, Stanford SITE (scheduled), U Connecticut, UIUC Gies, USC Marshall, Utah Eccles, UVA Darden
What Drives the Size and Value Factors?
Video presentation at VAMSS (virtual asset management seminar series)
R&R
AFA, WFA, SFS Cavalcade, CICF, MFA, AFBC, AFM
2018 Cubist Systematic Strategies Ph.D. Candidate Award for Outstanding Research
Retail Bond Investors and Credit Ratings
R&R (2nd round)
with Ed deHaan and Edward Watts
Attention Constraints and Financial Inclusion
with Bo Huang, Tse-Chun Lin, Mingzhu Tai, and Yiyuan Zhou
Econometric Society meetings in Asia+Australia+China+Africa, BFWG, Colorado Boulder, Washington Foster, Utah, Great Bay Area Finance Conference, AEA (scheduled), NBER SI (scheduled)
Discontinued Positive Feedback Trading and the Decline of Return Predictability
with Itzhak Ben-David, Andrea Rossi, and Yang Song
NBER asset pricing, AFA, WFA, EFA