Presidential Cycles in PEAD , joint with Zhi Da and Liyao Wang
Presentation: University of Gothenburg, Stockholm Business School, Xiamen University, CICF 2025, Annual Conference of the Asia-Pacific Association of Derivatives 2025, RAPS/RCFS Europe Conference in Cambridge 2025, EUROFIDAI-ESSEC Paris December Finance Meeting 2025 (scheduled)
Presentation: AMES, SMU, CMES, Gothenburg
Analysts Are Good at Ranking Stocks , joint with Adam Farago and Erik Hjalmarsson, R&R at Journal of Finance
Presentation: 4th Frontiers of Factor Investing, Aalto, QRFE Workshop on Asset Pricing and Machine Learning, the Second Swedish National Pension Fund, Örebro University, EFA 2024, MFA 2025, CICF 2025
Expectation-Driven Term Structure of Equity and Bond Yields, joint with Guihai Zhao, Journal of Monetary Economics, accepted
Presentation: University of Gothenburg, Nordic Finance Network Young Scholars Finance Webinar , Singapore Management University, 2021 North American Summer Meeting of the Econometric Society , Stanford SITE 2021, WFA 2022, 18th Annual Conference of the Asia-Pacific Association of Derivatives, Stockholm Business School, Paris December Finance Meeting 2022 , EFA 2023 , FIRS 2025
Currency Carry, Momentum, and Global Interest Rate Uncertainty, Journal of Financial and Quantitative Analysis , Volume 60 , Issue 2 , March 2025 , pp. 839 - 873
On the Driving Forces of Real Exchange Rates: Is the Japanese Yen Different?, with Paulo Maio, Journal of Empirical Finance, Volume 74, December 2023, 101423
Political sentiment and MAX effect, with Shuyang Huang, The North American Journal of Economics and Finance, Volume 62, November 2022, 101760
The Term Structure of Sovereign CDS and the Cross-section of Exchange Rate Predictability, with Giovanni Calice, International Journal of Finance and Economics, 2021 Jan;26(1):445-58.
Understanding US Firm Efficiency and its Asset Pricing Implications, joint with Giovanni Calice and Levent Kutlu, Empirical Economics, Volume 60, 2021, pages 803–827