RESEARCH

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