Working papers
- A Cross-Sectional Analysis of Individual Goods Inflation Rates (with Bingxin Xing and Bruno Feunou, May 2022)
- The Economic Value of TIPS Arbitrage Mispricing (with Shehryar Amin and Vasilis Dedes, March 2020)
- International Asset Pricing with Heterogeneous Agents: Estimation and Inference (with Jules Tinang, August 2021)
- Downside Risk and the Cross-section of Corporate Bond Returns (with Patrick Augustin, Linxiao (Francis) Cong and Ricardo Lopez Aliouchkin, March 2020)
- Loss Uncertainty, Gain Uncertainty and Expected Stock Returns, previously, Variance Premium, Downside Risk, and Expected Stock Returns (with Bruno Feunou, Ricardo Lopez Aliouchkin and Lai Xu, January 2021)
- Tail Risk, Core Risk, and Expected Stock Returns, previously, Asymmetry Matters: A High Frequency Risk-Reward Tradeoff (with Johannes Breckenfelder and Bastien Buchwalter, March 2020)
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