Working Papers
- Corporate Bond Markets with Lagged Credit Ratings, with Yiyao Wang, 2023 (a new version coming soon)
- Quantifying Information Asymmetry in Corporate Bond Markets, with Yiyao Wang, 2024
– Best Paper Award from the 2nd Summer Finance Roundtable, Korean Securities Association, 2021 - Asymmetric Information and the Disciplinary Role of Debt, 2023
Publications
- Informational Role of Investment and Liquidation Values, with Yiyao Wang, forthcoming, Journal of Derivatives and Quantitative Studies
- Renegotiable Debt, Liquidity Injections, and Financial Instability, with Guanhao Feng, forthcoming, Journal of Derivatives and Quantitative Studies
- Capital Immobility and Rollover Risk in Debt Markets, 2023, Journal of Derivatives and Quantitative Studies
– Best Paper Award from Journal of Derivatives and Quantitative Studies, Korea Derivatives Association, 2023