ICT Human Capital Data, The Impact of ICT Human Capital on Remote Work and Asset Prices, July 2024, with Jack Favilukis, Jing Gao, Ali Sharifkhani and Xiaofei Zhao | Updated
Financial Shocks Data, The Impact of Heterogenous Financial Shocks on Asset Prices and Corporate Decisions , June 2024, with Frederico Belo, Juliana Salomao and Fan Yang | Updated to 2022
Firm Level Uncertainty Instruments on EPU website, The Finance Uncertainty Multiplier, 2024, with Iván Alfaro and Nick Bloom, Journal of Political Economy, 132 (2): 577-615 | Updated to 2023
Firm Level Capital Age Data, The Risks of Old Capital Age: Asset Pricing Implications of Technology Adoption, 2020, with Berardino Palazzo and Fan Yang, Journal of Monetary Economics, 115: 145-161
External Equity Issuance Shock Data, External Equity Financing Shocks, Financial Flows, and Asset Prices, 2019, with Frederico Belo and Fan Yang, Review of Financial Studies, 32 (9): 3500–3543
Industry Level Skill Data, Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor, 2017, with Frederico Belo, Jun Li, and Xiaofei Zhao, Review of Financial Studies, 30 (10): 3669-3709 | Updated to 2022