Research Agenda: Equity risk premiums, Anomalies, Machine learning, Housing markets
"Sample Splitting Choices Matter: Evidence from Machine Learning in Empirical Asset Pricing", R&R at Journal of Financial Econometrics
"Rethinking Variable Importance in Machine Learning: An Economic Perspective on Empirical Asset Pricing", R&R at Financial Analysts Journal
"Stock Return Predictability and Machine Learning: Incorporating Transaction Costs", working paper
"Forecasting Chinese Firm Growth: A Comparative Machine Learning Study ", work in progress
"Margin Call Risk and Leverage Constraints: Exploring Investment Horizons and Low-Risk Anomalies in Futures Markets", Journal of Derivatives and Quantitative Studies, (2025)
"The Impact of Liquidity Risk in the Chinese Banking System on Global Commodity Markets", Journal of Empirical Finance, (2022) 66, 23-50
"Revisiting the Time Series Momentum Anomaly", Annals of Economics and Finance, (2019) 20-2, 767-782