Most of my papers can be downloaded from my SSRN page.
"A New Value Strategy" January 2020.
"Prospect Theory and Stock Market Anomalies" (with Nicholas Barberis and Lawrence Jin). October 2019.
NBER Behavioral Finance; AFA (2020); Miami Behavioral Finance conference (2019)
"The Portfolio-Driven Disposition Effect", (with Li An, Joseph Engelberg, Matthew Henriksson, and Jared Williams). May 2019.
Revise & Resubmit Journal of Finance
GSU/RFS FinTech conference; ABFER; Cornell; USF; CKGSB; SAIF; Fudan (Fanhai);
Chicago Financial Institutions conference; Toronto FinTech conference; Renmin
ABFER, CEPR, and CUHK First Annual Symposium in Financial Economics (scheduled);
Reject & Resubmit Journal of Finance
"The Effect of Government Reference Bonds on Corporate Borrowing Costs: Evidence from a Natural Experiment" (with Mark Flannery and Claire Hong). September 2019.
VoxChina; SFS Cavalcade Asia-Pacific 2019; ABFER (2020, scheduled)
"Do Demand Curves for Stocks Slope Down in the Long Run?" (with Clark Liu). October 2018.
"Ranking and Salience", March 2019.
"The Investment-Return Relation" (with Claire Hong). March 2019.
"The Nominal Price Premium", (with Justin Birru). March 2017.
Revise & Resubmit Critical Finance Review
"The Impact of Salience on Investor Behavior: Evidence from a Natural Experiment", (with Cary Frydman), 2020. Journal of Finance 75 (1): 229-276.
2018 TD Ameritrade Best Paper Award in Behavioral Finance
"The Cash Conversion Cycle Spread", Journal of Financial Economics forthcoming. Link to SAS code
"Prospect Theory and Stock Returns: An Empirical Test", (with Nicholas Barberis and Abhiroop Mukherjee), 2016. Review of Financial Studies 29 (11): 3108-3139.
"Nominal Price Illusion", (with Justin Birru), 2016. Journal of Financial Economics 119 (3): 578-598.
"The Liability of Opaqueness: State Ownership and the Likelihood of Deal Completion in International Acquisitions by Chinese Firms", (with Jiatao Li and Peixin Li). Strategic Management Journal 40 (2): 303-327.
"Do Cross-Border Acquisitions Create Value? Evidence from Overseas Acquisitions by Chinese Firms", (with Jiatao Li and Peixin Li), 2016. International Business Review 25 (2): 471-483.
"Why Investors do not Buy Cheaper Securities? Evidence from a Natural Experiment", (with Kalok Chan and Zhishu Yang), 2019. Journal of Banking and Finance 101: 59-76.
"Acquiring Organizational Capital", (with Peixin Li, Weikai Li, and Zilong Zhang), 2018. Finance Research Letters 25: 30-35.