Complex Asset Markets
(with Andrea Eisfeldt and Lei Zhang). Conditionally accepted at the Journal of Finance (2021). [Link] First Version, Aug. 2016
(with Andrea Eisfeldt and Lei Zhang). Conditionally accepted at the Journal of Finance (2021). [Link] First Version, Aug. 2016
With Michael Katz and Lars Nielsen (2016), accepted Review of Financial Studies. [Link] [code] [slides] [appendix]
With Yi-Li Chien, Harold Cole and Hanno Lustig (2015), Review of Economic Dynamics. [Link]
With Matthias Fleckenstein and Francis Longstaff (2018), Handbook of Fixed-Income Securities [Link]
with Matthias Fleckenstein and Francis Longstaff, Handbook of Fixed Income, edited by Pietro Veronesi (2015), John Wiley & Sons. [Link]
With Bernard Herskovic, Bryan Kelly, and Stijn VanNieuwerburgh (2015), Journal of Financial Economics. [Link]
With Bryan Kelly and Stijn VanNieuwerburgh (2016), American Economic Review [Link]
With Priyank Gandhi (2015), Journal of Finance. [Link] [Reply to Goyal][Identifying Banks in CRSP]
With Matthias Fleckenstein and Francis Longstaff (2014), Journal of Finance [Link] Distinguished Paper Award, Amundi-Smith-Breeden Prize 2014)