Professor of Finance
University of Notre Dame
*ACTIVE WORKING PAPERS “Hedge Funds’ Misreporting? Evidence from 13F Holding Restatements” (with Sean Cao, Daniel Jiang, and Baozhong Yang) “Security Analysis and the Collection of Hard and Soft Information” (with Azi Ben-Rephael, Bruce Carlin and Ryan D. Israelsen) “Same-Weekday Momentum” (with Xiao Zhang) “End-of-Day Reversal” (with Guido Baltussen and Amar Soebhag) “Inside and outside informed trading” (with Xi Dong, Ke Wu and Dexin Zhou) “Intraday option return: A tale of two momentum” (with Ruslan Goyenko and Chengyu Zhang) “You can only lend what you own: Inferring daily institutional trading from security lending supply” (with Yashar Barardehi, Peter Dixon, and Junbo Wang) “Artificial Intelligence and the Law of One Price: Evidence from the Chinese A-H Premium” (with Xinyi Peng, Yongxin Xu and Gaoping Zheng) “Presidential cycles in PEAD” (with Liyao Wang and Ming Zeng) “Short-selling Profitability, Stock Lending Fees, and Asset Pricing Anomalies” (with Chengbo Fu, Nanying Lin and Lei Lu) “Attention Allocation and Fund Flows: Evidence from Institutional Investors” (with Thanh Huynh) “Informative price pressure” (with Salman Arif and Wenwei Lin)