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    
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​  Research Interests
  Empirical Asset Pricing 

Publications

• "Partisan Conflict and Corporate Credit Spreads: The Role of Political Connection"

              Journal of Corporate Finance, 84, 2024

• "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)

​             Journal of Financial Economics 141, 83-101, 2021. PLS Disagreement Index; Appendix

• "Time-series Momentum: Is It There?" (with  Dashan Huang , Jiangyuan Li, and Guofu Zhou)

             Journal of Financial Economics 135, 774 - 794, 2020. MATLAB code; Python code; Appendix; 

Working papers

• "Presidential Cycles in PEAD" with Zhi Da and Ming Zeng (November 2025)
• "Money Talks: Lending Relationships and Corporate Political Ideology" with Sibo Liu and Mark Yan (January 2026)
• "Factor MAX and Predictable Factor Returns" with Ming Zeng (December 2025)
• "Equity and Bond Comovements: A Machine Learning Perspective" with Jiangyuan Li, Jinqiang Yang and Wei Zhou (July 2025)
• "Lottery Preference and Factor Investing in the Chinese Market" (April 2025)