PUBLICATION
“Risks and Returns of Cryptocurrency“, with Aleh Tsyvinski
Review of Financial Studies, 2021, Editor’s Choice
“Common Risk Factors in Cryptocurrency”, with Aleh Tsyvinski and Xi Wu
Journal of Finance, 2022 [3-Factor Data]
“Long Run Risk: Is It There?”, with Ben Matthies
Journal of Finance, 2022 [N-index Data]
“How Does Shareholder Governance Affect the Cost of Borrowing? Evidence from the Passage of Anti-Takeover Provisions”, with Xi Wu
Journal of Accounting and Economics, 2023
Working paper
“The Rise of User Concentration in Mobile Apps Market”, with Yufeng Huang and Xi Wu, 2023
“Weighted-Average Quantile Regression”, with Denis Chetverikov and Aleh Tsyvinski, 2022
“The Economics of Non-Fungible Tokens”, with Nicola Borri and Aleh Tsyvinski, 2022
“Institutional Investor Attention”, with Alan Kwan and Ben Matthies, 2022
“Accounting for Cryptocurrency Value”, with Aleh Tsyvinski and Xi Wu, 2022
“The Systematic Risk of Global Asset Returns in Times of Crisis: (How) Is COVID-19 Different?”, with Jacob Boudoukh, Toby Moskowitz, and Matthew Richardson, 2022
“Labor Links, Comovement and Predictable Returns”, with Xi Wu, 2022