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Working paper
Working paper
Intermediary Elasticity
with
Amy Wang Huber
, 2024
A Factor Framework for Cross-Sectional Price Impacts
with
Yinan Su
and
Chen Wang
, 2024
Dynamic Predictability of Trading Flow: Implications for the Cross-Section of Price Impact
with
Zeyu Zheng
, 2024
An Axiomatic Approach to Informed Order Flow
with
Zeyu Zheng
, 2024
Flow-Based Arbitrage Pricing Theory
, 2024
TBA Trading and Security Issuance in the Agency MBS Market
with
Wei Li
and
Zhaogang Song
, 202
3
R&R at Real Estate Economics
Shadow Bank and Fintech Mortgage Securitization
with
Lei Li
,
Haoyang Liu
,
and
Zhaogang Song
, 2022
Competing with Inventory in Dealership Markets
, 2021
Reducible Intermediation Chains
with
Yang Song
and
Xingtan Zhang
, 2019
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