Hedging Demand and Market Intraday MomentumGuido BaltussenZhi DaSten LammersMartin MartensJournal of Financial Economics14212021
Extrapolative Beliefs in the Cross-section: What Can We Learn from the Crowds?Zhi DaLawrence JinXing HuangJournal of Financial Economics14012021
Information Consumption and Asset PricingAzi Ben-RephaelBruce CarlinZhi DaRyan IsraelsenJournal of Finance7612021
Investment in a Smaller World: The Implications of Air Travel for Investors and FirmsZhi DaUmit GurunBin LiMitch WarachkaManagement Science672021
Arbitrage Trading: The Long and the Short of ItYong ChenZhi DaDayong HuangReview of Financial Studies2019
Indexing and stock market serial dependence around the worldGuido BaltussenSjoerd BekkumZhi DaJournal of Financial Economics2019
Destabilizing Financial Advice: Evidence from Pension Fund ReallocationsZhi DaBorja LarrianClemens SialmJose TessadaReview of Financial Studies2018
Fiscal Policy, Consumption Risk, and Stock Returns: Evidence from U.S. StatesZhi DaMitch WarachkaHayong YunJournal of Financial and Quantitative Analysis2018
It Depends on Where You Search: Institutional Investor Attention and Underreaction to NewsAzi Ben-Rephael Zhi DaRyan IsraelsenReview of Financial Studies2017