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 

​What Drives the Size and Value Factors?
Accepted, Review of Asset Pricing Studies, publisher link
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

​Working Papers

Prices Are Less Elastic For Less Diversifiable Demand, with Zihan Lin
​R&R
Asian FA, Arizona, USC, BYU Marriott, Penn State, FMA, Mid Atlantic Research Conference in Finance, Stanford GSB, Stanford SITE, MFA, Campbell, U Connecticut, UIUC Gies, USC Marshall, Utah Eccles, UVA Darden, Georgetown, George Mason, Cornell, Rome University

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​, NBER SI, AEA (scheduled), Online Seminar on the Economics of Discrimination and Disparities

Retail Bond Investors and Credit Ratings
R&R (2nd round)
with Ed deHaan and Edward Watts
​
Discontinued Positive Feedback Trading and the Decline of Return Predictability
with Itzhak Ben-David, Andrea Rossi, and Yang Song
NBER asset pricing, Cavalcade, WFA, EFA, AFA (scheduled)
​