My research areas are in fixed income and banking. I am also interested in other fields such as corporate finance and investment.
Publications“Categorical Economic Policy Uncertainties and Tail Risk in Energy Markets: A Connectedness Analysis” with Alexandre Scarcioffolo and Xiaoli Etienne, Journal of Financial Research, Forthcoming
"REITs' Cash Holding and Determinants during the Global Financial Crisis" with Stoyu Ivanov, Review of Pacific Basin Financial Markets and Policies, Forthcoming
“Data Breach Impact on Bank Operation and Performance” with Heng Wang, Journal of Financial Services Research, Forthcoming
"How Artificial Intelligence Incidents Affect Banks and Financial Services Firms? A Study of Five Firms" with Wenyao Hu and Heng Wang, Finance Research Letters, 2024
“Bond Market Structure and Volatility” with Louis Piccotti, International Review of Finance, 2024
“Shareholder Litigation and the Risk Incentive Effect of Executive Compensation: A Re-examination” with Ramesh Rao and Siqi Wei, Finance Research Letters, 2021, Vol. 41, 101790
Working Papers
“Corporate Top Bondholdership and Credit Spreads: The Role of Implicit Lead Lenders” with Ali Nejadmalayeri and John Polonchek
"Home Bias in Corporate Bond Investment" with Ramesh Rao and Ali Nejadmalayeri
"Bank Uninsured Deposits and CEO Compensations" with Yan Wu
“Retail Investors in the US Corporate Bond Market” with Jang Cho and Artem Meshcheryakov
“Bank Covenant Violations and Corporate Bonds” with Salman Tahsin
