Global Liquidity Provision and Risk Sharing (with Sergei Sarkissian) - accepted for publication at Journal of Financial and Quantitative Analysis
Cross-Listings and the Dynamics between Credit and Equity Returns (with Patrick Augustin, Sergei Sarkissian and Michael Schill), Review of Financial Studies, 2020, 33 (1), 112-154.
The Impact of the US Stock Market Opens on Price Discovery of Government Bond Futures (with Ivan Indriawan and Yiuman Tse), Journal of Futures Markets, 2019, 39 (7), 779-802.
Operating Leverage and Underinvestment (with Chuanqian Zhang, Michi Nishihara), Journal of Financial Research, 2019, 42 (3), 553-587
Seeing or Believing? Cross-listing and the Earnings Response (with Madhurima Bhattacharyay), Managerial Finance, 2019, 45 (5), 671-685.
"Forward Premium Puzzle and Heterogeneous Beliefs" (with Benjamin Croitoru and Lei Lu)
MFA 2020, NZFM 2019
"Price Disparity between Chinese A- and H-Shares: Dividends, Currency Values, and the Interest Rate Differential" (with Qingfu Liu, Yiuman Tse and Zhiqin Wang)
"Post-FOMC Announcement Drift in Government Bond Futures" (with Ivan Indriawan and Yiuman Tse)
"Lumpy Investment and Credit Risk" (with Chuanqian Zhang)
FMA 2020, MFA 2021 (scheduled)
"Cross-listings and Liquidity Risk Diversification"
MFA 2015, SFA 2016, FMA 2015
"Liquidity Picking and Fund Performance" (with Sergei sarkissian and David Schumacher)