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]

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 (R&R, Journal of Finance)

“Institutional Investor Attention”, with Alan Kwan and Ben Matthies, 2022 (R&R, Journal of Finance)

“Accounting for Cryptocurrency Value”, with Aleh Tsyvinski and Xi Wu, 2021

“Factor Clustering with t-SNE”, with Philip Greengard, Stefan Steinerberger, and Aleh Tsyvinski, 2020
“The Systematic Risk of Global Asset Returns in Times of Crisis: (How) Is COVID-19 Different?”, with Jacob Boudoukh, Toby Moskowitz, and Matthew Richardson, 2020

“Labor Links, Comovement and Predictable Returns”, 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
  • AMTD FinTech Center Prize at Asian Finance Association

“How Does Shareholder Governance Affect the Cost of Borrowing?”, with Xi Wu, 2019 (R&R, Journal of Accounting and Economics)