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Curriculum
Vitae
Research
Interests
Asset Pricing, Market Microstructure; Investment; Household Financial
Decisions
Select
Published Papers
Clientele Change, Liquidity shock,
and the Return on Financially Distressed Stocks, 2007, with Zhi Da,
Forthcoming JFQA.
Select
Research Papers
Commercial Paper,
Lines of Credit, and the Real Effects of the Financial Crisis of 2008:
Firm-level Evidence from the Manufacturing Industry, 2009, with
Hayong Yun. [longer version of
the paper contains more results on banking relationship and syndicated
loan market], under revise and resubmit
The Value of a Rolodex: CEO
Pay and Personal Network, 2009, with Joey Engelberg and Chris Parsons,
under revise and resubmit
In Search of Attention, 2009,
with Zhi Da and Joey Engelberg, under review
The Pre-Earnings
Announcement Drift, 2009, with Peter D. Easton and George Gao.
Informed
Trading, Liquidity Provision and Mutual Funds Stock Selection, 2009,
with Zhi Da and Ravi Jagannathan.
An Anatomy of Pairs Trading: the Role of Idiosyncratic News, Common
Information and Liquidity, 2009, with Joey Engelberg and Ravi Jagannathan.
(Old Version: Latest version coming soon)
Clientele Changes,
Persistent Liquidity Shock, and Short-term Return Reversal After Bond
Rating Downgrades, 2008, with Zhi Da.
Conference
Discussions
Slides can be downloaded here.
Teaching
Course Website: Advanced Investment
Strategies (You need ND NETID to access)
Course
Syllabus
Case
Development
Extraordinary Partners LLP ( 2007)
Notre Dame Endowment Office ( 2008)
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