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]
Reply to a critique of the paper
“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
“Institutional Investor Attention”, with Alan Kwan and Ben Matthies
Journal of Finance, Forthcoming
Working paper
“Inefficiencies of Carbon Trading Markets”, with Nicola Borri, Aleh Tsyvinski, and Xi Wu, 2024
“One Factor to Bind the Cross Section of Returns”, with Nicola Borri, Denis Chetverikov, and Aleh Tsyvinski, 2024 (R&R)
“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 (R&R)
“The Economics of Non-Fungible Tokens”, with Nicola Borri and Aleh Tsyvinski, 2022
“Accounting for Cryptocurrency Value”, with Aleh Tsyvinski and Xi Wu, 2022 (R&R)
“Identifying Shocks to Systematic Risk in Times of Crisis”, with Jacob Boudoukh, Toby Moskowitz, and Matthew Richardson, 2022
“Labor Links, Comovement and Predictable Returns”, with Xi Wu, 2022 (R&R)
“Labor-Based Asset Pricing”, 2020