Buying the Dip in Retail Trading

(with Xiao Yin)

[May 2026]

Bond Demand and the Yield-Exchange Rate Nexus: Risk Premium vs. Convenience Yield

[March 2026]

Award: 2025 Yihong Xia Best Paper Award

Information in the A-H Premium

(with Jennifer Carpenter and Robert Whitelaw)

[February 2026]

Media Coverage: Investopedia, Nikkei Asia

Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux

(with Zhongtian Chen, Nikolai Roussanov, and Xiaoliang Wang)

[November 2024]

Award: 2024 Jacobs Levy Center Research Paper Prize for Best Paper

Media Coverage: Knowledge@Wharton