Data

Chinese Monetary Supply Shock, State Ownership, Asset Prices, and Monetary Policy Transmission: A Tale of Two Sectors, 2026, with Frederico Belo, Dapeng Hao, Zhigang Qiu and Jincheng Tong

ICT Human Capital Data, The Impact of ICT Human Capital on Remote Work and Asset Prices, 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 , 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 2024 

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 | Updated to 2025 

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 | Updated to 2025 

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 2024