Publications
AI availability and U.S. corporate bond market
(with Feng Gao, Chuleng Qiu)
Journal of Financial Markets, forthcoming
Socially optimal search intensity in over-the-counter markets
Review of Economic Dynamics, 53 (2024): 224-282.
Search friction, liquidity risk, and bond misallocation,
Journal of Financial Markets, Volume 70, 2024.
Corporate Bond Liquidity during the COVID-19 Crisis
(with Mahyar Kargar, Benjamin Lester, David Lindsay, Pierre-Olivier Weill, and Diego Zúñiga)
Review of Financial Studies (2021), 34(11), 5352–5401
《主力资金异象和投资者信息博弈》(与康琦,高峰,王倩,叶子文),《金融研究》2025, (1): 189-206
科研项目
国家自然科学基金青年项目,“信用债市场做市商管理和摩擦识别:基于拓
展的搜寻匹配模型分析”, 2024-2026, 主持
中国证券业协会重点课题《构建制度健全、竞争有序、透明开放的多层次债券市场体系研
究》,项目成员 (结项)