" Asset Pricing with Return Extrapolation", (with Lawrence J. Jin). 2022.

• Journal of Financial Economics, 145(2), 273-295.

Working Papers

"Marketwide Memory", (with Constantin Charles). June 2024.

"Stakes and Investor Behaviors", (with Baolian Wang). August 2023.

"Prospect Theory in the Field: Revealed Preferences from Mutual Fund Flows", (with Bing Han and Wenhao Yang). November 2023.

"Social Transmission Bias: Evidence from an Online Investor Platform", (with Baolian Wang). July 2023.

• CFRC 2024 Behavioral Finance Best Paper Award

"Social Learning and Sentiment Contagion in the Bitcoin Market", (with Bing Han and Haoyang Liu). August 2023.

• CFRC 2022 Behavioral Finance Best Paper Award

• An earlier version of the paper was titled as "Conversations in the Market: Sentiment Contagion among Investors"

"Time-varying Impact of Investor Sentiment", (Job Market Paper). July 2021.

• 2021 IYFS Best Paper Award in Behavioral Finance