Publications

Board Gender Diversity and Supply Chain Risk Management, Dec. 2025 (with Karca D. Aral, Erasmo Giambona, Ye Wang), Forthcoming at Productions and Operations Management

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

Downside Risk and the Cross-Section of Corporate Bond Returns, Aug. 2025 (with Patrick Augustin, Linxiao Francis Cong, Roméo Tédongap)

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

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

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)