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

“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 Resubmit, Journal of Accounting and Economics