[4] Mutual Fund Holdings of Credit Default Swaps: Liquidity, Yield, and Risk: with Wei Jiang and Jitao Ou, April 2021, The Journal of Finance, 76(2), pp. 537-586. SSRN link; DOI link

[3] Informed Trading by Adviser Banks: Evidence from Options Holdings: with Michelle Lowry and Macro Rossi, The Review of Financial Studies, 32(2), pp. 605-645.

[2] The Financial Implications of Supply Chain Changes: with Joel Houston and Chen Lin, September 2016, Management Science, 62(9), pp. 2520-2542.

[1] Where Have All the IPO Gone?: with Xiaohui Gao and Jay Ritter, December 2013, The Journal of Financial and Quantitative Analysis, 48(6), pp. 1663-1692.

Working Papers

  • Bank Asset Problem and Financial Stability: September 2023, SSRN link coming soon
  • Balance Rights and Responsibilities in Liquidity Supply and Demand Contracts: with Zhanbing Xiao, September 2023, SSRN link coming soon
  • Bank Asset Problem and Cross Borrower Spillovers: with Jitao Ou, May 2023
  • On the Choices of Lifestyle and Growth: April 2023
  • Reserve, Risk Tolerance, and Fund Flows: with Woon Sau Leung, March 2023
  • Household Default, Capital Constrained Large Banks, and Selective Spillovers: with Christian Lundblad and Jitao Ou, August 2021 SSRN link
  • Repo Runs, Collateral, and Counterparty Institutions: 2016, SSRN Link
  • The Source of Superior Infomration: Admisors’ Holdings of Call Options on Targets: 2016, SSRB link
  • Can the performance of Structural Corporate Bond Models Be Improved?: 2008, SSRN Link