Option Momentum [Link][SSRN]

• Journal of Finance, 2023, with Steven Heston, Christopher S. Jones, Shuaiqi Li, and Haitao Mo

Information flow and credit rating announcements [Link][SSRN]

• Journal of Financial Markets, 2023, with Haitao Mo and Gary C. Sanger

Returns-to-Scale and Manager Skill in US Bond Funds [Link] [SSRN]

• International Review of Financial Analysis, 2026, with Gary C. Sanger

The Variance Premium and Seasonal Momentum in Option Returns [SSRN]

• Forthcoming at Review of Financial Studies, with Steven Heston, Christopher S. Jones, Shuaiqi Li, and Haitao Mo

Too Good to Be True: Look-ahead Bias in Empirical Option Research [SSRN]

• Forthcoming at Review of Financial Studies, with Jefferson Duarte, Christopher S. Jones, Haitao Mo, and Junbo L Wang

Peer Option Momentum [SSRN]

• With Christopher S. Jones, Shuaiqi Li, Lihai Yang, Haitao Mo, and Yuanyi Zhang

• Presented at: Canadian Derivatives Institute (2026), FMA (2026), Conference on Derivatives and Volatility (2026), SFA (2026)

• Semifinalist for the best paper award at the 2026 FMA Annual Meeting

Active Management in Option-Based Mutual Funds