Explaining Greenium in a Macro-Finance Integrated Assessment Model
My job market paper, explains the green stock return patterns in a production-based asset pricing model. SSRN link here
Working Papers
International Climate News
Co-authored with Mariano Massimiliano Croce (Bocconi), Riccardo Colacito (UNC), and Maria Jose Arteaga-Garavito (Bocconi). SSRN link here
The Spillover of Corporate ES on Cost of Debt
Co-authored with Danmo Lin (Warwick Business School, UK) and Siti Farida (Birmingham Business School, UK). Work in progress
Green Investing, Information Asymmetry, and Capital Structure
Co-authored with Shasha Li (IWH, Germany). SSRN link here
Generalized Black-Scholes Option Pricing and Investor Sentiment
Co-authored with Kwangwon Ahn (Yonsei, South Korea) and Changyong Ha (PHBS, China).