Banking, Credit Risk, Household Finance, Real Estate
Credit Default Swaps and Moral Hazard in Bank Lending
with Indraneel Chakraborty and Sudheer Chava)
Journal of Financial and Quantitative Analysis (Accepted)
Tracing the Source of Liquidity for Distressed Housing Markets
with Steven Xiao and Serena Xiao)
Real Estate Economics (Accepted)
Impact of Marketplace Lending on Consumers' Future Borrowing Capacities and Borrowing Outcomes
with Sudheer Chava, Nikhil Paradkar, and Yafei Zhang)
Journal of Financial Economics, 2021, 142(3), 1186-1208
Do Bond Investors Price Tail Risk Exposures of Financial Institutions?
with Sudheer Chava and Vijay Yerramilli)
Quarterly Journal of Finance, 2021, 11(01), 215003
- GARP Risk Management Research Award, 2013
Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades?
with Sudheer Chava and Chayawat Ornthanalai)
Review of Finance, 2019, 23(3), 471-511
Review of Finance Editor's Choice Lead Article
- Finalist for the Pagano-Zechner Best Paper award in the Review of Finance, 2019
- Q Group Research Award, 2012
- Featured in
Effects and Responses to Economic Downturns
Shocked by Bank Funding Shocks: Evidence from Consumer Credit Cards
with Sudheer Chava, Nikhil Paradkar, and Linghang Zeng)
Revise & Resubmit, Review of Financial Studies
Conferences: WFA (2020), CFPB Research Conference (2019), FRB Cleveland Conference (2019), FRB Atlanta Conference (2019), Moscow Finance Conference (2019), NFA (2019), EFA (2019), FIRS (2019), CFIC (2019)
What Drives Screening Incentives in Non-bank Mortgage Originators?*
Revise & Resubmit, Real Estate Economics
Conferences: WFA (2016)
Previously titled "Repo Regret?"
Do Property Rehabs Affect Neighborhood Property Prices?
with Gonzalo Maturana)
Conferences: ITAM (2021), AREUEA (2021), UEA (2021)
Too Far To Regulate?
Conferences: FIRS (2020), CFIC (2020)