Research Interests
Game Theory, Mechanism Design, Market Microstructure

Curriculum Vitae

Working Papers

• Participation-Adaptive Pricing, with Benjamin Brooks and Linchen Zhang, 2024

• Robust Predictions with Bounded Information, with Benjamin Brooks and Alexander Haberman, 2024

• Robust Mechanisms for the Financing of Public Goods, with Benjamin Brooks, 2023

• On the Structure of Informationally Robust Optimal Mechanisms, with Benjamin Brooks, 2023. Conditionally accepted at Econometrica.

• Maxmin Auction Design with Known Expected Values, with Benjamin Brooks, 2021

• Rigidity of Transfers and Unraveling in Matching Markets, with Yair Livne, 2016
  • Blog coverage by Cheap Talk

Publications

• Optimal Auction Design with Common Values: An Informationally Robust Approach, with Benjamin Brooks. Econometrica, Volume 89, Number 3, May 2021, Pages 1313-1360.
• Online Appendix

• Robust Mechanisms Under Common Valuation. Econometrica, Volume 86, Number 5, September 2018, Pages 1569-1588.

• What is the Optimal Trading Frequency in Financial Markets? (Supplemental Materials), with Haoxiang Zhu. Review of Economic Studies, Volume 84, Issue 4, 1 October 2017, Pages 1606-1651.
  • Kepos Capital Award for Best Paper on Investments, Western Finance Association, 2015
  • Yihong Xia Best Paper Award, China International Conference in Finance, 2013
  • Oxford Business Law Blog, MarketWatch Blog
  • Previous version

• Are CDS Auctions Biased and Inefficient? (Supplemental Materials), with Haoxiang Zhu. Journal of Finance, Volume 72, Issue 6, December 2017, Pages 2589-2628.
  • Previous version

• Bilateral Trading in Divisible Double Auctions, with Haoxiang Zhu. Journal of Economic Theory, Volume 167, January 2017, Pages 285-311.

• Correlated Equilibrium and Higher Order Beliefs about Play, Games and Economic Behavior, Volume 76, Issue 1, September 2012, Pages 74-87.

• Extremal Quantiles and Value-at-Risk, with Victor Chernozhukov. The New Palgrave Dictionary of Economics, Second Edition, 2008.

Miscellaneous

• Teaching material on Signaling Games and Forward Induction

• EC 2021 Tutorial on Robust Auction Design Lecture 1, Lecture 2, Lecture 3, Lecture 4

• Random Walks on Dicyclic Group