Research

Publications

Safety Accidents and Mutual Fund Flows, with Xuefeng Hu, Rong Xu, and Yifan Zhou

Journal of Economic Behavior & Organization, Volume 232, April 2025

Working Papers

Security Lending Market, Secondary Market Arbitrageurs, and ETF Mispricing

Presentations: Four Corners Academic Meeting, Paris-December, FMA PhD Consortium, AFBC, SBFC, University of Melbourne, Southwestern University of Finance and Economics, Xi'an Jiaotong Liverpool University, Jinan University.

Active Responses to Passive Ownership: Evidence from Corporate Disclosure, with Jiayu Dai, Frank Weikai Li, Kevin Tseng

Presentations: HARC, FIRN Asset Management Meeting, EAA, ABF-Fudan, Southwestern University of Finance and Economics.

Idiosyncratic Skewness Co-movement and Aggregate Stock Returns, with Federico Nardari and Qi Zeng

Presentations: EEA-ESEM, FIRN Annual conference, Melbourne Asset Pricing Meeting, Fudan University, the University of Melbourne, the University of Sydney.

Leverage and the Common Factor Structure in Idiosyncratic Volatility, with Thijs van der Heijden, Qi Zeng, and Yichao Zhu, Reject and Resubmit at Management Science

Presentations: CICF, FMA, AFBC, NZFM, Australian National University, Tel Aviv University, University of Melbourne.