Announcement Premium
Risk Preferences and Announcement Premium (with Hengje Ai)
Econometrica, August 2018, Pages 1383-1430
Working Papers
Macroeconomic Announcement Premium with Production (with Hengje Ai, Jay Im, and Chao Ying)
2021
Identifying Preference for Early Resolution from Asset Market Data (with Hengje Ai, Hongye Guo, and Amir Yaron)
2022
A comment on Announcement Risk Premium Reconsidered (with Hengje Ai)
2020
 Comments on a recent paper by Toomas Laarits, titled ``Announcement Risk Premium Reconsidered'' which mistakenly claims that a result from Ai and Bansal (2018) contains an error.