My research areas are in fixed income and banking. I am also interested in other fields such as corporate finance and investment.
Publications"How Artificial Intelligence Incidents Affect Banks and Financial Services Firms? A Study of Five Firms" with Wenyao Hu and Heng Wang, accepted at Finance Research Letters, 2024
“Bond Market Structure and Volatility” with Louis Piccotti, accepted at 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.
“Book Review: The Failure of Financial Regulation: Why a Major Crisis Could Happen Again”, The American Economist, 2020, Vol. 65 (2), 351-354.
Working Papers
“Data Breach Impact on Bank Operation and Performance” with Heng Wang
“Corporate Top Bondholdership and Credit Spreads: The Role of Implicit Lead Lenders” with Ali Nejadmalayeri and John Polonchek
“Categorical Economic Policy Uncertainties and Tail Risk in Energy Markets: A Connectedness Analysis” with Alexandre Scarcioffolo and Xiaoli Etienne
"Home Bias in Corporate Bond Investment" with Ramesh Rao and Ali Nejadmalayeri
"Bank Uninsured Deposits and CEO Compensations" with Yan Wu
"REITs' Cash Holding and Determinants during the Global Financial Crisis" with Stoyu Ivanov
