Data

Financial Shocks Data, Unpacking Financial Sources of Risks: the Asset Pricing Implications of Financial Shocks, November 2023, with Frederico Belo, Juliana Salomao and Fan Yang | Updated to 2022 

Firm Level Uncertainty Instruments on EPU website, The Finance Uncertainty Multiplier, 2023, with Iván Alfaro and Nick Bloom, Forthcoming Journal of Political Economy

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