Working Papers

Endogenous Investor Inattention and Price Underreaction to Information 
SFS Cavalcade, Colorado Finance Summit, CICF, Yale Whitebox Advisors Conference, Aalto University

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

What Do Mutual Fund Investors Really Care About? with Itzhak Ben-David, Andrea Rossi, and Yang Song
R&R RFS
Media: ETF.com, Yahoo Finance

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

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
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Publications

Advice-Driven Demand and Systematic Price Fluctuations with Itzhak Ben-David, Andrea Rossi, and Yang Song
Review of Financial Studies, Forthcoming
NBER working paper No. 28103