Recent
Working Papers
(with
Qiao Wang, July 2021) [forthcoming December 2021, Journal of Banking and Finance]
Determinants and Predictability of Commodity Producer Returns
(with
Arthur Luo, June 2018)
Distinguishing Factors
and Characteristics with Characteristic-Mimicking Portfolios
(with
Adam Stivers, April 2018) [Revision Requested, Journal of Finance]
Efficient
Factor Selection: Explaining Risk and Mean Returns Jointly
Matlab
Program: EFS
(with
Bill McDonald, October 2017) [published March 2021, Journal of International Money and Finance]
Designing a
Global Digital Currency
(with
Arthur Luo, November 2016)