Research

SSRN Author Page

Publications

[1] “Mutual fund tax implications when investment advisors manage tax-exempt separate accounts” (with William Beggs and Austin Hill-Kleespie), Journal of Banking & Finance, 134, 106313, 2022.

[2]“Employment Protection and Tax Aggressiveness: Evidence from Wrongful Discharge Laws” (with Douglas Fairhurst and Xiaoran Ni), Journal of Banking & Finance, 119,10597, 2021.

Working Papers (* denotes co-author presentation)

FinTech topics

[1] Machine learning and hedge fund (with Dantong Yu, Huopu Zhang)

We apply machine-learning methods to predict hedge fund return and performance.

[2] Machine learning and financial risk

We apply machine-learning methods to analyze companies' annual reports and earnings conference calls to predict financial risk.

[3] Machine learning and merger and acquisition (with Dantong Yu, Muntasir Shohrab, Zhibo Ye)

We apply machine-learning methods to analyze companies' M&A decisions.


Finance topics

[1] "Environmental Risk and Green Innovation: Evidence from Evacuation Spills", with Yongqiang Chu and Xuan Tian

[2] "Robots, Labor Market Frictions, and Corporate Financial Policies"


[3] "Financial Policies of Organized Labor in the 21st Century" with Ryan Williams and David Yin

[4] "Creditor at the Gate: How access to debt changes firm’s disclosure readability" with Wenyao Hu


Work-In-Progress

[5] Machine learning projects in analyzing companies' annual reports, earnings conference calls, patent text, and business news. 

We apply machine-learning methods to analyze companies' annual reports, earnings conference calls, patent text, and business news, and use machine-learning methods to predict mutual fund performance, stock crash risk, and so on.

[6]“Credit Rights and the Cost of Capital: Evidence from Fraudulent Transfer Laws” (with Sandy Klasa)

[7]“Playing It Safe? Evidence from Hurricane Strikes” (with Mitch Towner)

[8]“Robots, Product Lifecycle, and Corporate Acquisition: A Text-Based Measure of Product Lifecycle” (with Zhipeng Chen)

[9]“Robots and Workplace Safety" (with Wesley Deng)