with Bryan Kelly and Dacheng Xiu. Revision requested, Review of Financial Studies.
- 2018 Swiss Finance Institute Outstanding Paper Award
- BlackRock Research Award at the 31th Australasian Finance and Banking Conference
- 2018 Q-group Roger F. Murray First Prize
- 2018 Chicago Quantitative Alliance Annual Academic Competition Second Prize
- 2018 IQ-KAP Research Award 3. Prize