Assistant Professor of Finance
School of Business Hong Kong Baptist University The Wing Lung Bank Building for Business Studies 34 Renfrew Road, Kowloon Tong, Kowloon, Hong Kong [email protected] (852) 3411-5218 Curriculum Vitae Official Website Research Interests Empirical Asset Pricing; Behavioral Finance; Textual Analysis |
Publications
- "Presidential Job Approval Rating and the Cross-Section of Stock Returns" (with Zilin Chen, Zhi Da and Dashan Huang) Journal of Financial Economics 147, 106 -131, 2023. PEAR Index
- "Are Disagreements Agreeable? Evidence from Information Aggregation" (with Dashan Huang, and Jiangyuan Li)
- "Time-series Momentum: Is It There?" (with Dashan Huang , Jiangyuan Li, and Guofu Zhou)
Working papers
- "Lending Relationships and Corporate Political Ideology" (with Sibo Liu and Mark Yan) (March 2023)
- "Equity and Bond Comovements: A Machine Learning Perspective" (with Jiangyuan Li, Jinqiang Yang and Wei Zhou) (December 2023)
- "Lottery Preference for Factor Investing in China’s A-Share Market" (April 2024)