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Published Papers

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American Economic Review: Insights

June 2025

Finance

Information Acquisition and Time-Risk Preference

Daniel ChenWeijie Zhong

American Economic Review: Insights

June 2025

Journal of Financial Economics

April 2025

Finance

Financial Inclusion Across the United States

Journal of Financial Economics

April 2025

Review of Economic Studies

July 2024

Finance

Which Investors Matter for Equity Valuations and Expected Returns?

Motohiro YogoRalph S J KoijenRobert J Richmond

Review of Economic Studies

July 2024

Journal of Business and Economic Statistics

2023

Finance

Constrained Polynomial Likelihood

Caio AlmeidaPaul Schneider

Journal of Business and Economic Statistics

2023

Journal of Economic Perspectives

Winter 2023

Monetary Economics

Landings, Soft and Hard: The Federal Reserve, 1965–2022

Journal of Economic Perspectives

Winter 2023

Journal of Financial and Quantitative Analysis

2023

Finance

High-Frequency Tail Risk Premium and Stock Return Predictability

Caio AlmeidaKym ArdisonRene GarciaPiotr OrłowskiGustavo Freire

Journal of Financial and Quantitative Analysis

2023

Journal of Business and Economic Statistics

2023

Finance

Nonparametric Option Pricing with Generalized Entropic Estimators

Caio AlmeidaKym ArdisonRafael AzevedoGustavo Freire

Journal of Business and Economic Statistics

2023

Journal of Business and Economic Statistics

2023

Finance

Can a Machine Correct Option Pricing Models?

Caio AlmeidaJianqing FanGustavo FreireFrancesca Tang

Journal of Business and Economic Statistics

2023

American Economic Review

August 2023

Monetary Economics

The Reversal Interest Rate

American Economic Review

August 2023

INFORMS Management Science

April 2023

Digital Currency

A Model of Cryptocurrencies

Wei XiongMichael Sockin

INFORMS Management Science

April 2023

Journal of Econometrics

April 2023

Econometrics

High-frequency Market Making: The Role of Speed

Yacine Ait-SahaliaMehmet Sağlam

Journal of Econometrics

April 2023

Econometrica

March 17, 2023

Econometrics

Dynamic Spatial General Equilibrium

Econometrica

March 17, 2023

American Economic Journal: Macroeconomics

March 12, 2023

Insurance

International Friends and Enemies

American Economic Journal: Macroeconomics

March 12, 2023

American Economic Review: Insights

March 2023

Finance

Understanding the Ownership Structure of Corporate Bonds

Motohiro YogoRalph S. J. Koijen

American Economic Review: Insights

March 2023

The Review of Economics and Statistics

February 2023

Statistics

A More Robust t-Test

The Review of Economics and Statistics

February 2023

American Economic Journal: Applied Economics

January 2023

Economic Policy

Strategic Formal Layoffs: Unemployment Insurance and Informal Labor Markets

David SchoenherrBernardus Van DoornikJanis Skrastins

American Economic Journal: Applied Economics

January 2023

Review of Financial Studies

December 2022

Insurance

New Perspectives on Insurance

Motohiro YogoRalph S J Koijen

Review of Financial Studies

December 2022

Review of Financial Studies

December 2022

Ethics in Finance

Unemployment Insurance as a Subsidy to Risky Firms

Bernardus Van DoornikDimas FazioDavid Schoenherr

Review of Financial Studies

December 2022

Journal of Finance

November 2022

Finance

Decentralization through Tokenization

Wei XiongMichael Sockin

Journal of Finance

November 2022

Journal of Business and Economic Statistics

October 2022

Spatial Correlation Robust Inference in Linear Regression and Panel Models

Journal of Business and Economic Statistics

October 2022