Research

Working Papers

Google Scholar
  1. Forecasting Option Returns with News

    with Jie Cao, Bing Han, Gang Li, and Xintong Zhan

  2. Firm and Macro Information in Corporate Bond Risk Premium

    with Jie Cao, Linjia Song, and Xintong Zhan

  3. The Role of Abnormal Stock Trading Volume in the Equity Option Market

    with Jie Cao, Bing Han, Gang Li, and Xintong Zhan

  4. When Charts Help and Mislead: Visual Peer Effects in Stock Markets

    with Jie Cao, Amit Goyal, Xintong Zhan, and Qiruo Zhang