Revise-and-Resubmit Papers:​​

• "Recovery and Consistency," with Shixiang Xia (R&R, 3rd round, Review of Financial Studies, May 2024)

​Publications:

• "Nontraded Sector Growth Risks and Economic Sizes in International Asset Pricing," with Thuy To (2024, Management Science)​​​

• "Market Timing and Predictability in FX Markets," with Thomas Maurer and Thuy To (2023, Review of Finance)

• "Pricing Implications of Covariances and Spreads in Currency Markets," with Thomas Maurer and Thuy To (2022, Review of Asset Pricing Studies)

• "Entangled Risks in Incomplete FX Markets," with Thomas Maurer (2021, Journal of Financial Economics)​​​

• "The Functional Stochastic Discount Factor," (2019, Quarterly Journal of Finance)

• "Pricing Risks across Currency Denominations," with Thomas Maurer and Thuy To (2019, Management Science) (previous/original version)

• "Rare Disasters and Risk Sharing with Heterogeneous Beliefs," with Hui Chen and Scott Joslin, (2012, Review of Financial Studies)

• "Affine Disagreement and Asset Pricing," with Hui Chen and Scott Joslin, (2010, American Economic Review: Papers and Proceeding) 

Working Papers:  

• "Incomplete Asset Market View of the Exchange Rate Determination," with Thomas Maurer 

• ​"Loss Sequencing in Banking Network: Threatened Banks as Strategic Dominoes," with Thao Vuong and Richard Zeckhauser 

• "The Hirshleifer Effect in a Dynamic Setting," with Thomas Maurer 

• "Cheap TIPS or Expensive Inflation Swaps? Mispricings in Real Asset Markets," with Thuy To 

• "Public Information and Risk Sharing in a Pure-Exchange Economy," with Thomas Maurer​

• "The Behavior of Savings and Asset Prices when Preferences and Beliefs are Heterogeneous," with Richard Zeckhauser​

• "Principally Priced Risk Factors," with Kingway Lin, Ming Yuan and Guofu Zhou

• "Sharpe Ratio Shrinkage," with Shixiang Xia and Andrea Vedolin

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