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Selected Publications (Available at http://ssrn.com/author=1028833)
  1. Leverage is a double-edged sword,
    with Avanidhar Subrahmanyam (UCLA Anderson), Ke Tang (Tsinghua) and Jingyuan Wang (Beihang),
    The Journal of Finance, forthcoming, February 2024.
    Download (PDF on SSRN),     DOI: 10.1111/jofi.13316

  2. Winners, losers, and regulators in a derivatives market bubble,
    with Xindan Li and Avanidhar Subrahmanyam (UCLA Anderson),
    Review of Financial Studies, 34(1): 313-350, January 2021.
    Download (PDF on SSRN),     DOI: 10.1093/rfs/hhaa058

  3. Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market,
    with Xindan Li and Avanidhar Subrahmanyam (UCLA Anderson),
    Journal of Financial Economics, 128(1): 38-65, April 2018.
    Download (PDF on SSRN)

  4. A computational approach to first passage problems of reflected hyper-exponential jump diffusion processes,
    with Ning Cai (HKUST),
    INFORMS Journal on Computing, 33(1): 216-229, March 2021.
    Download (PDF on SSRN),     DOI: 10.1287/ijoc.2020.0980

  5. International reserve management: a drift-switching reflected jump-diffusion model,
    with Ning Cai (HKUST),
    Mathematical Finance, 28(1): 409-446, January 2018.
    Download (PDF on SSRN)



Click Here for Other Publications (Available at http://ssrn.com/author=1028833)







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