Joint with Leonid Kogan, Wei Wu
Journal of Finance, Forthcoming, November 2022Winner of NASDAQ Award for the Best Paper on Asset Pricing at Western Finance Association (WFA)
Joint with Andrew W. Lo, Xiang Fang, Harald Uhlig
Annual Review of Financial Economics, Forthcoming, September 2021Joint with Xu Cheng, Zhipeng Liao
Econometrica (2022), Vol. 90, No. 2, 685-713Winner of AAII Award for the Best Paper on Investments at Midwestern Finance Association (MFA)
Joint with Hui Chen, Leonid Kogan
Journal of Finance, Forthcoming, April 2021Winner of Best Paper Award at the Red Rock Finance Conference
Joint with Lucian Taylor, Wei Wang, Wenyu Wang
Journal of Financial Economics (2021), Vol. 142, Issue 3, 975-1000
Editor's choice at the JFE, December 2021
Winner of Jacobs Levy Center Outstanding Research Paper PrizeWinner of Best Paper Award at China International Conference in Macroeconomics
Joint with Yan Ji
Management Science (2021), Vol. 67, No. 9, 5569-5585Joint with Andrew W. Lo, Ameya Muley, Harald Uhlig
Annual Review of Financial Economics (2020), Vol. 12, No. 1, 95-140Joint with Yan Ji, David Reibstein, Wei Wu
Journal of Finance (2021), Vol. 76, No.1, 211-265
Winner of Marshall Blume Prize in Financial Research at the Rodney L. White Center
Winner of PwC Finance Forum Best Paper AwardJoint with Lisha Chen, Zhihua Qiao
Journal of the American Statistical Association (2013), Volume 108, Issue 504Joint with David Pollard, Harrison Zhou
Annals of Statistics (2012), Vol. 40, No.5, 2421-2451Winner of I. R. Savage Award by the American Statistical Association
Joint with Hui Chen, Hongye Guo, Yan Ji
Journal of Finance, Revise and Resubmit, December 2022Featured in the News (NBER, Quartz), January 2023, "Even Competition Is Bad For Consumers When The Prize Is Monopoly"
Joint with Wei Wang, Wenyu Wang
August 2022Featured in the News (Knowledge at Wharton, Fortune), August 2022, "How Loan Market Concentration Hurts Distressed Corporate Borrowers"
Joint with Shane Johnson, Wei Wu
March 2022
Winner of Richard A. Crowell Memorial Prize, Second Prize, PanAgora Asset Management
Winner of CFA Institute Asia-Pacific Research Exchange Award (NZFM)Joint with Yan Ji, Di Tian, Pengfei Wang
February 2021Winner of Best Paper Award on Asset Pricing at the Northern Finance Association (NFA)
Winner of MFM Dissertation Award at the Becker Friedman Institute
Joint with Adrien Verdelhan
March 2017