“Can information be locked-up? Informed trading ahead of macro-news announcements," with Gennaro Bernile and Yuehua Tang, 2016. Journal of Financial Economics, 121, 496-520
“Option listing and information asymmetry," 2018, Review of Finance, 22, 1153-1194.
“Order flow volatility and cost of equity capital," with Tarun Chordia, Avanidhar Subrahmanyam, and Qing Tong, 2019, Management Science, 65, 1520-1551.
"Who profits from trading options", with Antonia Kirilova, Gilbert Park, and Doojin Ryu, 2023, Management Science, 70, 4742-4761.
"Information spillover and corporate policies: The case of listed options," with Gennaro Bernile, Guangzhong Li, and Roni Michaely, 2023, Journal of Financial and Quantitative Analysis, 60, 447-481.
Awards, Recognition and Honors
Lee Kong Chian Fellowship, 2016 - 2017
Best Paper Award, 2015 Conference of the Paul Woolley Centre for the Study of Capital Market Dysfunctionality.
Best Paper Award, 2014 International Conference on Corporate Finance and Capital Market.
The First Place Award, Chicago Quant Alliance Asia Academic Competition, 2014.
Oscar Lasdon Memorial Award for the best dissertation in finance, Baruch College, 2013
Best Doctoral Paper Award Northeast Business and Economics Association, 2010.
European Finance Association Doctoral Tutorial, 2012 (8 out of 155 papers).
American Finance Association Travel Grant, 2011.
Financial Management Association Doctoral Consortium, 2011.
2016 Ministry of Education (MOE) Tier 1 Academic Research Fund, main PI, “Estimating order flow using low freuency data", S$39,978.74.
2016 Ministry of Education (MOE) Tier 1 Academic Research Fund, co-PI, “The value (or cost) of fiduciary duties: Evidence from en block sales in Singapore", S$32,422.
2016 Ministry of Education (MOE) Tier 1 Academic Research Fund, co-PI, “Order flow volatility and cost of equity capital", S$16,813.
2013 Ministry of Education (MOE) Tier 1 Academic Research Fund, main PI, “Law of one price revisited: Synthetic security and cash security", S$20,630.
2013 Ministry of Education (MOE) Tier 1 Academic Research Fund, co-PI, “Can information be locked up? A natural experiment of the effect of macro-news embargos on capital markets. ", S$34,185.
CUNY Presidential Research Grant, 2011.
CUNY Doctoral Student Research Grant, 2010, 2012.
Research Assistant Scholarship, Baruch College, CUNY, 2008-2012.
