Research

Publication:

2025. Narrow Framing in Risk Aversion Experiments: Further Evidence from a Wide Replication, forthcoming at Journal of Applied Econometrics (with Matthew Walker and Hong Il Yoo)

2025. Mutual Fund Performance and Flow-Performance Relationship under Ambiguity, forthcoming at Journal of Empirical Finance (with Hong Il Yoo)

2021. Prospect Theory and Mutual Fund Flows,  Economic Letters,  201: 109776. (with Hong Il Yoo) 

2019. vcemway: A One-Stop Solution for Robust Inference with Multi-Way Clustering. The Stata Journal, 19:  900-912. (with Hong Il Yoo) 

Working Paper:

2025. These Stocks are on Fire: Social Media Coverage and Mutual Fund, R&R at Journal of Banking and Finance (with Wenjie Ding, Sha Liu and Qingwei Wang)

2025. Bayesian and Classical Approaches to Structural Estimation of Risk Attitudes, under review (with Konstantinos Georgalos and Hong Il Yoo)

2025. Risk and Time Preferences of Couples in a General Population, under review (with Matthew Walker and Hong Il Yoo)

2022. New Mutual Fund Clustering, R&R at European Financial Management. (with Christodoulos Louca) 

2023. Fund Manager's Career Concern and Risk-Taking (solo-authored) 

Work in Progress:

2025. Behind the Box:The Influence of Ambiguity Attitudeon Consumer Preferences for Loot Boxes (with Nathan Kettlewell and Hong Il Yoo)

2025. Environmental Degradation and Economic Growth: a Cross Country Study (with Nadia Singh and Shanfei Zhang)

2024. Investment Beyond Profit: The Impact of Social Considerations on Investment Decisions (with Paweł Niszczota and Luca Zamboni)

2024. Investor Risk Preferences and Stock Choices: Evidence from a Lab-in-the-Field Experiment (with Hong Il Yoo)