Zhi Da, PhD, University of Notre Dame

PUBLICATIONS

“Institutional Liquidity Costs, Internalized Retail Trade Imbalances, and the Cross-Section of Stock Returns” (with Yashar Baradehi, Dan Bernhardt, and Mitch Warachka), accepted at Journal of Financial and Quantitative Analysis

“Pension Fund Flows, Exchange Rates, and Covered Interest Rate Parity” (with Felipe Aldunate, Borja Larrain, and Clemens Sialm), accepted at Journal of Financial Economics

“Market Returns and a Tale of Two Types of Attention” (with Jian Hua, Chih-Ching Huang, and Lin Peng), accepted at Management Science

“The Drivers and Implications of Retail Margin Trading” (with Jiangze Bian, Zhiguo He, Dong Lou, Kelly Shue, and Hao Zhou), forthcoming at Journal of Finance