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-110921-103651PDF: https://gsb-faculty.stanford.edu/hanno-lustig/files/2023/07/lecture_UCLA_May_2023_final.pdf
with Zhengyang Jiang, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan (2022), Brookings Papers on Economic Activity [Link]
with Mark J. Garmaise and Yaron Levi (2022), Journal of Finance (accepted). [Link]
with Andrea Eisfeldt and Lei Zhang (2022), Journal of Finance (accepted). Link: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2980584
With Zhengyang Jiang, Arvind Krishnamurthy (2021), Journal of Finance (accepted). [Link]
With Bernard Herksovic, Bryan Kelly, and Stijn Van Nieuwerburgh (2020), Journal of Political Economy (accepted). [Link]
With YiLi Chien and Kanda Naknoi, 2019, Journal of Monetary Economics (accepted), [PDF] [Link]
With Barney Hartman-Glaeser and Mindy Z. Xialan (2019), Journal of Finance (accepted). [Link] [slides] [appendix]
with Adrien Verdelhan (2019), American Economic Review. [Link] [slides]
With Robert Richmond (2019), Review of Financial Studies (accepted), [Link]