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

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

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

• with Gary C. Sanger

• Presented at: Louisiana State University (2017, 2020), SWFA (2020), SFA (2020), FMA (2022)

Peer Option Momentum

Active Management in Option-Based Mutual Funds