Working Papers
Climate-Triggered Institutional Price Pressure: Does it Affect Firms' Cost of Equity? (2024, with Cheng Xue)
Institutional price pressure triggered by firm-level climate change considerations affects firms' cost of equity but not their future climate change exposures and carbon emissionsRobeco Sustainable Investing Prize (one of the three Best Papers Prizes), 4rth Frontiers of Factor Investing Conference
The Contribution of Frictions to Expected Returns: An Options-based Estimation Approach (2021, with Hiraki, K.)
2021 NYU presentation: Video - Slides
Best Paper Award, 25th Annual Meeting of the German Finance Association (DGF, 2018)
Included in the list of papers with Impactful Research using WRDS