PUBLICATIONS

What Drive the Commonality between Credit Default Swap Spread Changes? (2017) Journal of Financial and Quantitative Analysis, 52(1), 243-275


WORKING PAPERS

Is Post-Crisis Bond Liquidity Lower? (2017) with René Stulz

- Featured article, NBER website 5/16/2017


Does Bond Liquidity Affect Stock Returns? (2016)  (revise and resubmit)