Publications
- Review of Asset Pricing Studies
Working papers
Technology Adoption, Market Power, and the Dual Dynamics of Markups and Value Premium, 2024
- with Xiaoji Lin and Chao Ying
- Presentation: 2023 WFA, 2023 CICF, 2024 Cavalcade
Are Demographics Responsible for the Declining Interest Rates? Evidence From U.S. Metropolitan Areas, 2024
- with Jack Favilukis and Jinfei Sheng
- Presentation: 2021 AFA, 2022 FIRN Banking, 2023 California Corporate Finance
- Reject and Resubmit
The Global Implied Volatility Surface and Common Predictability of International Equity Premia, 2024
- with Adlai Fisher
- Presentation: 2023 CUHK AP, 2023 FIRN, 2024 CICF
Investor Composition, Trading Styles and Liquidity: An Analysis of Japanese Stocks, 2024
- with Hao Jiang, Sheridan Titman, and Takeshi Yamada
Learning from Price and Arbitrage Profits in the Stablecoin Market, 2024
- with Mingjun Hao
-Presentation: 2023 ANU Summer Research Camp, 2024 UWA Blockchain and Cryptocurrency Conference, 2024 Sydney Banking and Financial Stability Conference
"Double Descent" in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy, 2024 [arXiv]
- with Yonghe Lu and Yanrong Yang
Stock returns on post macroeconomic announcement days, 2022
with Zilong Niu
- Presentation: University of Melbourne, SWUFE