“Testing Volatility Persistence on Markov Switching Stochastic Volatility Models,” with Yong Li, Economic Modelling, Vol 35, Issue 1, 45-50.
1. “Costly Price Adjustment and Automated Pricing: The Case of Airbnb” (Job Market Paper)
2. “Credit Rating Stability and Quality with Multiple Credit Rating Agencies”, joint with Wei Tan
WORK IN PROGRESS
“The Impact of Airbnb on Housing A˙ordability”, joint with Wen Wang