Research
Publications
Competition and Certification: Theory and Evidence from the Audit Market, with Heng (Griffin) Geng and Frank S. Zhou, Review of Corporate Finance Studies, accepted
Derivatives and Market (Il)liquidity, with Shiyang Huang and Bart Z. Yueshen, Journal of Financial and Quantitative Analysis, 59(1), 157-194, 2024.
Financial Reporting Quality and Myopic Investments: Theory and Evidence, with Heng (Griffin) Geng and Frank S. Zhou, The Accounting Review, 98(6), 223-251, 2023.
Credit Default Swaps and Firm Risk, with Hai Lin, Binh Nguyen, and Junbo Wang, Journal of Futures Markets, 43(11), 1668-1692, 2023.
The Trend Premium around the World: Evidence from the Stock Market, with Hai Lin and Pengfei Liu, International Review of Finance, 23(2), 317-358, 2023.
From Funding Liquidity to Market Liquidity: Evidence from Index Options Market, with Chunbo Liu and Zhiping Zhou, Journal of Futures Markets, 38(10), 1189-1205, 2018.
Working Papers
Dynamic Equilibrium with Rare Events and Value-at-Risk Constraint, with Yang Zhou and Zhiping Zhou, revised and resubmitted, Journal of Futures Markets
Equity Exchange-Traded Funds and the Cost of Debt, with Hai Lin and Pengfei Liu
Credit Default Swaps and Corporate Debt Profile, with Jinji Hao, Hai Lin, and Binh Nguyen