with Zhengyang Jiang, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan (2022), Review of Financial Economics (accepted).
Link: https://www.annualreviews.org/doi/abs/10.1146/annurev-financial-110921-103651
PDF: https://gsb-faculty.stanford.edu/hanno-lustig/files/2023/07/lecture_UCLA_May_2023_final.pdf