Research

Co-searching for Alpha (with Boone Bowles and Xiaan Zhou)

• Presentation: NC State, Texas A&M, Virginia Tech, 2024 FMA (Idea Session), 20th FRA (Idea Panel), Finance and Accounting 2025 Annual Research Symposium, 2025 MRS , SFA , FMA 

• Reject and Resubmit at Journal of Financial and Quantitative Analysis.

Implied Belief Extrapolation (Contrarianism): Evidence from Mutual Fund Holdings (with Shimeng Wang) (new draft coming soon)

• Presentation: Purdue, SWFA; FMA

• Reject and Resubmit at Journal of Financial and Quantitative Analysis.

Aggregating Portfolio Quantities with Betas: Microfoundation, Measurement, and the Limits of Percentage-Change Elasticity (with Yu An)

Salience Theory and Mutual Fund Flows (with Wenting Dai)

• Presentation: 2024 Sydney Banking and Financial Stability Conference, The 3rd Xiangjiang River Forum, SFA, FMA

Mispricing and Firm Investment (with Yong Chen)

• Presentation: Texas A&M University, Wayne State University, North Carolina State University, Nankai University, Shanghai University of Finance and Economics, Hainan University, Case Western Reserve University, 2023 CICF, 2023 CFRI & CIRF Joint Conference, 2023 FMA, 2024 Inaugural Eagle Finance Conference at Boston College, 2025 FIRS, MFA

Anomalies and the Decision to Go Public (with Claire Li and Wensong Zhong)

• Presentation: NC State

Female-Managed Funds and Female-Led Firms: Allocation, Attention, and Affinity (with Boone Bowles and Shimeng Wang)

Environmental Pollution and Dividend Policy: Evidence from Chemical Spills (with George Tian)

Pension Investment in Hedge Funds: Selection and Allocation Decisions (with Jesse Ellis, Tianyi Qu, Shane Underwood)

Mutual Fund Flow and Information Acquisition (with Boone Bowles)