Research

1. "Explaining momentum and value simultaneously"


2. "Government Spending, Political Cycles and the Cross-Section of Stock Returns"
 (with Frederico Belo and Vito Gala)  Journal of Financial Economics, Vol. 107(2), pp. 305-324, Feb 2013


3. "Investor Attention, Psychological Anchors, and Stock Return Predictability" 
 (with Jianfeng Yu) Journal of Financial Economics , Vol. 104, pp. 401-419, May 2012
[SSRN]

4. "Short-run and Long-run Consumption Risks, Dividend Processes and Asset Returns"
(with Harold H. Zhang)  
[SSRN]
To be presented at Finance Cavalcade 2014

5. "Asset Prices in Production Economy with Stochastic Volatility"
(Work in progress)