Publications
Understanding the Cross-Section of CDS Returns Using Equity Options (with Diep Duong), Journal of Financial Research, 2024.
Heterogeneous Beliefs in Macroeconomic Growth Prospects and the Carry Risk Premium, Journal of Banking and Finance, 2022.
Working Papers
What Does it Mean When Banks Talk about Regulation in Earnings Calls? 2026.
Do Bank Climate Disclosures Inform Us About Their Climate-Related Lending? (with Simpson Zhang and Seong Jin Ahn), 2026
Learning About Other Depositors through Earnings Calls (with Simpson Zhang), 2025.
How Do Banks Choose Monitoring Mechanisms? 2021.
Risk and Return Trade-off in the U.S. Treasury Market (with Eric Ghysels, Anh Le, and Haoxiang Zhu), 2017.