PUBLICATION

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  [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

Working paper

One Factor to Bind the Cross Section of Returns”, with Nicola Borri, Denis Chetverikov, and Aleh Tsyvinski, 2024

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 

Factor Clustering with t-SNE”, with Philip Greengard, Stefan Steinerberger, and Aleh Tsyvinski, 2020