Published and Accepted Papers

• Costly Interpretation of Asset Prices,
  Management Science 68(1), pp. 52-74, 2022 (with Xavier Vives and Liyan Yang)
  

• Asymmetric Attention and Stock Returns,
  Management Science 67(1), pp. 48-71, 2021 (with Peter Cziraki and Thomas Wu)
  

• Familiarity and Surprises in International Financial Markets: Bad news travels like wildfire, good news travels slow,
  Journal of International Money and Finance 115, 102390, 2021 (with Thomas Wu and Xin Wang)
  

• Inattentive Importers,
  Journal of International Economics 112, 150-165, 2018 (with Kunal Dasgupta)
  
  
• Quality Uncertainty and Intermediation in International Trade,
  European Economic Review 104, 68 - 91, 2018 (with Kunal Dasgupta)
  
  
• Imperfect Financial Integration and Asymmetric Information: Competing Explanations of the Home Bias Puzzle?,
  Canadian Journal of Economics 46 (1), pp. 310–337, 2013 (with Thomas Wu)

• Asymmetric Information, Portfolio Managers, and Home Bias,
  Review of Financial Studies 25 (7), 2109-2154, 2012 (with Wioletta Dziuda)

• Financial Contagion and Attention Allocation,
  Economic Journal 123 (568), pp. 429-454, 2012 (with Climent Quintana-Domeque)

• Introducing Managerial Attention Allocation in Incentive Contracts,
  SERIEs:  Journal of the Spanish Economic Association 2 (3), 335-358, 2011 (with Ricard Gil)
  

• Portfolio Choice, Attention Allocation, and Price Comovement,
  Journal of Economic Theory 145 (5), 1837-1864, 2010

• The Determinants of International Investment and Attention Allocation: Using Internet Search Query Data,
  Journal of International Economics 82 (1), 85-95, 2010 (with Thomas Wu and Yi Zhang)

• The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness,
  Journal of Economic Dynamics and Control 34 (5), 875-896, 2010 (with Thomas Wu)

Working Papers

• The Asset Pricing and Real Implications of Relationship Intensity Disclosure, with Xu Jiang and Liyan Yang
  Current draft: July 2024

• News Selection and Asset Pricing, with Charles Martineau
  Current draft: May 2024
  

• Social Media-Driven Noise Trading: Liquidity Provision and Price Revelation Ahead of Earnings Announcements, with Edna Lopez Avila and Charles Martineau
  Current draft: October 2024

• The Disconnect Between Market Capital Gains and the Dividend Yield in Asset Pricing, with Michael Di Carlo and Ilias Tsiakas
  Current draft: September 2024

• Pareto-improving import tariffs, with Kunal Dasgupta
  Current draft: October 2015