1. Dissecting Corporate Culture Using Generative AI with Kai Li, Feng Mai, Rui Shen, and Chelsea Yang [Link]
Review of Financial Studies 2025
2. Female Equity Analysts and Corporate Environmental and Social Performance, with Kai Li, Feng Mai, Gabriel Wong, and Chelsea Yang [SSRN]
Forthcoming in Management Science
Winner of the 2023 John L. Weinberg/IRRCi Research Paper Competition [Link]
3. The Role of Corporate Culture in Bad Times: Evidence from the COVID-19 Pandemic, with Kai Li, Xing Liu, and Feng Mai [Link]
Journal of Financial and Quantitative Analysis 2021, 56, 2545-2583.
4. Factor-Mimicking Portfolios for Consumer Expectations Using Machine-Learning Algorithms with Junbo Wang. [Link]
Handbook of Financial Econometrics, Statistics, Technology, and Risk Management, pp. 389-412 (2025)
5. Generative AI and Investment Research with Shawn Huang, Artur Hugon, and Wenting Zheng (feel free to email me for a copy)
6. Manager Uncertainty and the Cross-Section of Stock Returns [SSRN]
Award: Outstanding Doctoral Student Paper at Southern Finance Association Annual Conference [Link]
R&R
7. Gender and Earnings Conference Calls, with Nerissa Brown, Bill Francis, Wenyao Hu, and Thomas Shohfi [SSRN]
R&R
8. A Tool Kit for Factor-Mimicking Portfolios, with Kuntara Pukthuanthong, Richard Roll, and Junbo Wang [SSRN]
R&R
9. Racial Animus, Employment Risk, and Analyst Forecasts during the COVID-19 Pandemic, with Feng Gao, Yankuo Qiao, and Qinzheng Xu [SSRN]
Submitted
10. Financial Disclosures and Corporate Bond Liquidity
Presentation: FMA
Culture, Competition, and Moat
Generative AI and Information Frictions