Research

Some Working Papers

• Model Selection for General Multi-Level Group Factor Models with Global, Regional and Local Factors (with Seung C. Ahn)

• Estimation of Panel Data Models with Cross-Sectionally Heteroskedastic Data (with Seung C. Ahn)

• Economic Links and Cross-Sectional Returns: Conditional Factor Pricing Models with Network Augmentation (R&R at Financial Management)

Pre-Doctoral Publication

• Short-Term Exchange Rate Predictability, with Yu Ren and Qin Wang, Finance Research Letters 28 (2019): 148-152.