Fintech and Market Microstructure

Liquidity Provision on Blockchain-based Decentralized Exchanges (with R. Jia). (preprint). Accepted at the Review of Financial Studies. Winner of the  2021 INFORMS Finance Services Student Paper Competition.

Price Discovery on Decentralized Exchanges (with R. Jia and S. Yu). (preprint). Revise and Resubmit at the Review of Financial Studies. Press coverage (Bloomberg)

Privacy-Enhanced Payment Systems (with B. Zhu and M. Lee). (preprint)  

Maximal Extractable Value and Allocative Inefficiencies in Public Blockchains (with R. Jia and Y. Wang). (preprint). Revise and Resubmit at the Journal of Financial Economics. Winner of the 2022 Annual CBER Conference Best Paper Prize. Press Coverage (Telegraph).

Sustainable Investment Strategies with Real Asset Trades (with J. Sethuraman and F. Verastegui). (preprint)

Proposer-Builder Separation, Payment for Order Flows, and Centralization in Blockchain (with R. Jia and S. Olafsson). (preprint).

The Paradox Of Just-in-Time Liquidity in Decentralized Exchanges: More Providers Can Sometimes Mean Less Liquidity (with R. Jia and B. Zhu). (preprint).  Link to podcast

Advances in Blockchain and Crypto Economics (with B. Biais, A. Capponi, L.W. Cong, V. Gaur, and K. Giesecke. Editorial of the Special Issue on Crypto Economics and Blockchain.  Management Science, 69(11), 6417–6426, 2023.

Blockchain Private Pools and Price Discovery (with R. Jia and Y. Wang). AEA Papers and Proceedings, Vol. 113, 2023.

Decentralized Finance: Protocols, Risks, and Governance (with G.~Iyengar and J.~Sethuraman). Invited Paper. Foundations and Trends in Privacy and Security, 5(3), 144-188, 2023. 

Proof of Work Cryptocurrencies: Does Mining Technology undermine Centralization (with H. Alsabah and S. Olafsson). Management Science, Vol. 29, No. 11, 6417-7150, 2023. Winner of the 2019 INFORMS Finance Services Student Paper Competition. Winner of the best doctoral paper award at the second Toronto Fintech conference