|I co-organized the 2016 Annual GSU Finance Conference (conference program and conference site) on April 29-30, 2016. The topics of the conference are on Corporate Finance and Asset Management.|
|Optimal Dynamic Risk Taking, with Ajay Subramanian, 2017, Mathematics of Operations Research 42, 599-625|
|Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance, with Vikas Agarwal, Kevin Mullally, and Yuehua Tang, 2015, Journal of Finance 70, 2733-2776 (pdf, supplementary appendix)|
|Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide, with Vikas Agarwal, Wei Jiang, and Yuehua Tang, 2013, Journal of Finance 68, 739-783 (pdf, internet appendix)|
|The Mystery of Zero-Leverage Firms, with Ilya A. Strebulaev, 2013, Journal of Financial Economics 109, 1-23 (Lead Article) (pdf)|
|Communication, Excess Comovement and Factor Structures, 2013, Journal of Business Finance and Accounting 40 (9-10), 1304-1325 (pdf)|
|Presented: NBER Law and Economics Summer Institute, Finance Theory Group Conference at Duke University, CREDIT Conference in Venice, Conference on Financial Stability, Bank Risk and Regulation at the Central Bank of Luxembourg, Conference on Capital Requirements at Fed Cleveland|
|Communication and Comovement: Evidence from Online Stock Forums, with Lei Jiang and Jinyu Liu|
|Yihong Xia Best Paper Prize, 2015 CICF|
|Presented: China International Conference in Finance, China Finance and Accounting Conference, Central University of Finance and Economics, Federal Reserve Bank of Atlanta, Georgia State University|
|Product Variety and Asset Pricing (coming soon), with Florin Bidian and Ajay Subramanian|
|Presented: Econometric Society North America Winter Meeting, Econometric Society China Meeting, Econometric Society Australasian Meeting, Econometric Society Asian Meeting|
|Publications in Mathematics Journals|
of the moduli spaces of
vortices and coupled vortices, with Gang Tian, 553, 2002, Journal für die
und angewandte Mathematik, 17-41.
Removable singularities of Yang-Mills connections in higher dimensions, 209, 2003, Pacific Journal of Mathematics, 381-398.
The uniqueness of tangent cones for Yang-Mills connections with isolated singularities, 180, 2003, Advances in Mathematics, 648-691.