TOPICS: Financial Technology & Innovation, Mechanism & Information Design, Entrepreneurship, AI & Big Data Analytics, Intervention & RegTech, Real Options, China.
Dynamic Interventions and Informational Linkages (with Steven Grenadier and Yunzhi Hu) | 2020, Journal of Financial Economics, 135(1), pp. 1-15.
SSRN | Information Design | Intervention | Global Games
Asian Finance Association Best Paper Prize
Media Coverage: Chicago Booth Review
Decentralized Mining in Centralized Pools
(with Zhiguo He and Jiasun Li) | 2021, Review of Financial Studies, 34(3), pp 1191-1235.
2018 CIFFP Excellent Paper Award
Media Coverage: Wall Street Blockchain Alliance News; CFTC Talks; Chicago Booth Review (Economics); CFA Society Chicago Cornell Research
Tokenomics: Dynamic Adoption and Valuation (with Ye Li and Neng Wang) | 2021, Review of Financial Studies, Editor's Choice, 34(3), pp 1105-1155
"Chicago Mercantile Exchange" Best Paper Award (Emerging Trends in Entrepreneurial Finance)
AAM-CAMRI-CFA Institute Prize in Asset Management
Media Coverage: Wall Street Blockchain Alliance News; CFTC Talks; The FinReg Blog; VoxEU CEPR Policy Portal; Chicago Booth Review; Hacker Noon; CFA Society Chicago; Investorplace.com; Cornell Reunion & eCornell Keynotes.
Information Cascades and Threshold Implementation: Theory and an Application to Crowdfunding (with Yizhou Xiao) | 2018, Journal of Finance, Revise and Resubmit.
Yihong Xia Best Paper Prize at the China International Conference in Finance
Media Coverage: Ximalaya FM | Chicago Booth Review
AlphaPortfolio: Direct Construction Through Deep Reinforcement Learning and Interpretable AI (with Ke Tang, Jingyuan Wang, and Yang Zhang) | 2021, Working Paper.
The Institute for Quantitative Investment (INQUIRE Europe) Research Grant
Best Paper Award, 3rd China International Forum on Finance and Policy
International Centre for Pension Management ICPM Research Award.
Media Coverage: CFA Society Chicago; Cornell Reunion & eCornell Keynotes; Cornell Research
Crypto Wash Trading (with Xi Li, Ke Tang, and Yang Yang) | 2020, Working Paper.
Asseth--Kaiko Prize for Research in Cryptoeconomics (Best Paper & Talk)
Crypto and Blockchain Economics Research Conference Best Paper Award
Best Paper, ML Conference: “Human Sovereignty and Machine Efficiency in the Law"
Best Paper, 17th Annual Conf. of the Asia-Pacific Association of Derivatives (APAD)
Cornell Center for Social Sciences Research Grant
An AI-assisted Economic Model of Endogenous Mobility and Infectious Diseases: The Case of COVID-19 in the United States
(with Ke Tang, Bing Wang, and Jingyuan Wang) | 2021, Working Paper.
Media Coverage: eCornell FinTech Initiative Launch; Cornell Research
RIM-based Value Premium and Factor Pricing Using Value-Price Divergence
(with Nathan George and Guojun Wang) | 2018, Under Revision.
Endogenous Growth and Multiple Uses of Data (with Wenshi Wei, Danxia Xie, and Longtian Zhang) | 2021, Journel of Economic Dynamics and Control, Forthcoming.
SSRN | Growth | Big Data | Privacy | Innovation
SMEs Amidst the Pandemic and Reopening: Digital Edge and Transformation (with Xiaohan Yang and Xiaobo Zhang) | 2021, Center for Global Development Working Paper.
SSRN | COVID-19 | Digital Economy | e-Commerce | SMEs
The Coming Battle of Digital Currencies (with Simon Mayer) | 2021, Working Paper.
SSRN | CBDCs | Cryptocurrency | Stablecoin | Tokenomics
Tax-Loss Harvesting with Cryptocurrencies (with Wayne Landsman, Edward Maydew, & Daniel Rabetti) | 2021, Working Paper.
SSRN | Cryptocurrency | NFTs | Taxation
Best Paper Award (1st Prize), 4th UWA Blockchain and Cryptocurrency Conference
Asset Pricing with Panel Trees under Global Split Criteria (with Gavin Feng, Jingyu He, & Xin He) | 2021, Working Paper.
SSRN | Macine Learning | AI | Asset Pricing
Blockchain without Crypto? Linking On-Chain Data Growth to Firm Fundamentals and Stock Returns (with Ran Chang) | 2022, Working Paper.
SSRN | FinTech | Blockchains | Big Data