Publications

Trading Against the Random Expiration of Private Information: A Natural Experiment (with Robert J. Jackson, Jr., Wei Jiang and Joshua Mitts), Journal of Finance, 2020, Vol 75, 5-44 (lead article).

Winner of the Dimensional Fund Advisors (DFA) Distinguished Paper Prize of the Journal of Finance.

my interview with Faculti

Error Noted in "Order-Based Cost Optimization in Assemble-to-Order Systems Lu and Song (2005)”, (with Tim Huh, Tom McCormick, Kazuo Murota) , Operations Research, 2019, Jan;67(1):163-6.

Working Papers

The Market Structure of Dealer-to-Client Interest Rate Swaps, Job Market Paper, Columbia Business School

Insider Trading and Speed of Information Dissemination, Working Paper, Columbia Business School

Work in Progress

Corporate Demand for Fixed Rates and Negative 10-Year Interest Rate Swap Spreads, Columbia Business School

Butterflies, Nickles, and the Stream Roller, Columbia Business School