Publications

The Term Structures of Expected Loss and Gain Uncertainty, Journal of Financial Econometrics, Volume 18, Issue 3, pp. 473-501, 2020 (with Bruno Feunou, Roméo Tédongap, Lai Xu)

Working Papers

Global Supply Chain Disruptions and Product Market Competition, Jan. 2025 (with Karca D. Aral, Erasmo Giambona, Gordon Phillips)

Board Gender Diversity and Buyer-Supplier Relationships, Dec. 2024 (with Karca D. Aral, Erasmo Giambona, Ye Wang), (Revise and Resubmit, Productions and Operations Management)

Tax Constraints to Corporate Hedging, Dec. 2024 (with Erasmo Giambona, Anil Kumar)

Downside Risk and the Cross-Section of Corporate Bond Returns, Oct. 2024 (with Patrick Augustin, Linxiao Francis Cong, Roméo Tédongap)

Underdiversification and Housing Risk Premia, Oct. 2023 (with Esther Eiling, Erasmo Giambona, Patrick Tuijp), 

Loss Uncertainty, Gain Uncertainty, and Expected Stock Returns, Sep. 2022 (with Bruno Feunou, Roméo Tédongap, Lai Xu)