Academic Publications

Testing Volatility Persistence on Markov Switching Stochastic Volatility Models,” with Yong Li, Economic Modelling, Vol 35, Issue 1, 45-50.

 

Working Paper:

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