Published/Accepted


Endogenous Inattention and Risk-Specific Price Underreaction in Corporate Bonds
Journal of Financial Economics, 2021, publisher link 

Ratings-Driven Demand and Systematic Price Fluctuationswith 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

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
with Ed deHaan and Edward Watts
​
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

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
​