Research

Publications

• Optimal Policy Mechanism Design for Cross-Sector and Multi-Stage Pollution Control with a Bilevel Model: Application to SO2 Emission in China, with Xu Li, Zimeng Liu, Qing Xu, and Zhongyi Jiang, 2017, Environmental Modeling & Assessment 22, 243-255.
• Fundamental Anomalies, with Erica X.N. Li, Shujing Wang, and Cindy Yu, forthcoming, Management Science

Working Papers

• Portfolio Construction Using Predicted Extreme Stock Returns in the Cross Section: Classification Task with Machine Learning, with Zihao Chen, Haitao Li, and Cindy Yu, 2nd round revision at Journal of Banking & Finance
• Cross-Sectional Analysis of Conditional Stock Returns: Quantile Regression with Machine Learning, with Haitao Li and Cindy Yu
• A Semiparametric Causal Estimator with Nonignorability, with Cindy Yu and Zhonglei Wang
• The Global Change in Corporate Production Function, with Erica X.N. Li and Dan Su