Published/Accepted  (Google Scholar, SSRN)
Debt Dynamics with Fixed Issuance Costs, with Luca Benzoni, Lorenzo Garlappi and Bob Goldstein, Journal of Financial Economics, Volume 146, Issue 2, November 2022, Pages 385-402
​- NFA 2020 Best Paper Award on Corporate Finance

Working Papers
Debt Maturity Management, with Yunzhi Hu and Felipe Varas
- CICF 2022 Yihong Xia Best Paper Award

Innovation-Driven Contractions: A Key to Unravel Asset Pricing Puzzles, with Gill Segal
​
A Unified Explanation for the Decline of the Value Premium and the Rise of the Markup, with Xiaoji Lin and Terry Zhang (Draft available upon request)

The Pre-FOMC Announcement Drift and Private Information: Kyle Meets Macro-Finance 
- NFA 2020 Best PhD Paper Award; CIRF 2021 Global Association of Risk Professionals Research Excellence Award

Heterogeneous Beliefs and FOMC Announcements

A Model of Market Discipline, with Colin Ward
​
Inactive Projects
Capital Misallocation and Risk Sharing, with Hengjie Ai, Anmol Bhandari, and Yuchen Chen. 
The Macroeconomics of Announcement Premium, with Hengjie Ai, Ravi Bansal, and Jay Im.
A Dynamic Agency Based Asset Pricing Model with Production, with Jincheng Tong.