MIT Sloan School of Management

 

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 Working Papers 

    Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns, with G. X. Hu, J. Pan      and H. X. Zhu, 2020.

    The Dark Side of Circuit Breakers, with H. Chen and A. Petukhov, 2019.

    Market Liquidity - Theory and Empirical Evidence, with D. Vayanos, 2012.