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)
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
​