Risks and Returns of Cryptocurrencywith 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

Long Run Risk: Is It There?”, with Ben Matthies

Journal of Finance, 2022  [Data]

Working paper

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, 2021

  • Invited Submission to Review of Financial Studies
Factor Clustering with t-SNE”, with Philip Greengard, Stefan Steinerberger, and Aleh Tsyvinski, 2020
Risk, Return and Diversification in Times of Crisis: (How) Is COVID-19 Different?”, with Jacob Boudoukh, Toby Moskowitz, and Matthew Richardson, 2020

Labor Market Competitors”, with Xi Wu, 2019

  • Winner, Q-Group Jack Treynor Prize
  • WFA Cubist Systematic Strategies Award
  • Best Paper Award, TAMU Young Scholars Finance Consortium
  • Chicago Quantitative Alliance Annual Academic Competition, Second Prize
  • Crowell Memorial Prize, PanAgora Asset Management Finalist

Labor-Based Asset Pricing”, 2019

  • Winner, Blackrock Applied Research Award
Do Cryptocurrencies Have Fundamental Value?”, with Jinfei Sheng and Wanyi Wang, 2019

How Does Shareholder Governance Affect the Cost of Borrowing?”, with Xi Wu, 2019

  • Revise and ResubmitJournal of Accounting and Economics