Working Papers
Work in Progress
Publication
Publication in Chinese
Selected Funding
Non-Academic Publication for General Readers
- "A High-frequency Measure of Chinese Monetary Policy Shocks", with Kai Li (PKU), Wenbin Wu (Fudan), and Jianyao He (UT Dallas) [PDF] , September 2024 / Appendix [PDF], Shock Series for Use (Comments welcome) [PDF]
- "Learning, Price Discovery, and Macroeconomic Announcements", with Grace Hu (Tsinghua) and Haozhe Han (Tianjin U) [PDF], September 2024
- "Macroeconomic Announcements and Heterogeneous Investor Trading in the Chinese Stock Markets", with Xiaoyan Zhang (Tsinghua), Xinran Zhang (CUFE) and Lin Tan (Tsinghua) [PDF], June 2024
- "Expectation Formation with Vague FOMC Communications", with Zijun Yang (PKU) [PDF], May 2024
- "Bargaining and Dynamic Competition", with Andrew Sweeting (University of Maryland), Shanglyu Deng (University of Macau), and Mario Leccese (University of Maryland) [PDF], NBER WP Version [PDF], April 2024
- "The Asset Durability Premium", with Kai Li (PKU) and Chi-Yang Tsou (Manchester) [PDF] , March 2024 / Online Appendix [PDF]
- "Online Borders of the U.S. Dollar: E-trades and Pricing Reactions to Exchange Rate Changes", with Michael Devereux (University of British Columbia), Guoshi TONG (Fudan) and Wang XIANG (RUC) [PDF], January 2023, Under Data Release Review, Draft Available Upon Request
Work in Progress
- "Cross-border Stock Trading and the Announcement Premium of Monetary Policy", with Haozhe Han (Tianjin U) and Ke Wu (RUC)
- “How Do Mutual Fund Managers Form Their Expectations?”, with Yang YU (Antai-SJTU) and Gang WANG (SHUFE), Orginal Draft in 2017, Draft Available Upon Request
Publication
- "Digital Finance and Wealth Inequality", with Yan SHEN, Ang SUN and Zikun ZHOU, the Pacific-Basin Finance Journal, Accepted, 2023
- "Information Acquisition, Uncertainty Reduction and Pre-announcement Premium in China", with Xi SUN and Rui GUO, Review of Finance, 27(3): 1077–1118, 2023. Accepted WP Version [PDF] , Online Appendix [PDF] , Published Version (by Courtesy) [PDF]
- "Bounded Pool Mining and the Bounded Bitcoin Prices", with Yifan Li, Finance Research Letters, 103529, 2023. [PDF]
- "Discussion of 'On the Possibility of Krusell-Smith Equilibria' ", Journal of Economic Dynamics and Control, 104392, 2022. [PDF]
- "Dynamic Price Competition, Learning-By-Doing and Strategic Buyers", with Andrew Sweeting, Shen HUI, and Xinlu YAO, American Economic Review, 112 (4): 1311-33, 2022. Accepted WP Version [PDF] , NBER WP Version [PDF], Published Version (by Courtesy) [PDF],[Code Repository]
Publication in Chinese
- 贾盾, 韩昊哲. 金融科技与商业银行竞争性负债[J]. 世界经济, 2023, 46(2): 183-208. /Journal of World Economy
- 贾盾, 孙溪, 郭瑞. 货币政策公告、政策不确定性及股票市场的预公告溢价效应——来自中国市场的证据[J]. 金融研究, 2019, 469(7): 76-95. / Journal of Financial Research
Selected Funding
- National Natural Science Foundation of China (NSFC) - The Young Scientist Fund (72003191), 2021-2023
Non-Academic Publication for General Readers
- "Covid-19: China's Monetary Policy and the Resilience of Its Macro-Financial System", China Forex (Quarterly Publication of China's State Administration of Foreign Exchange, a.k.a. SAFE), Issue 2, 2020