个人简介
Academic Position
2019 – Present Associate Professor of Finance, School of Business, Renmin University of China
2014 – 2019 Assistant Professor of Finance, School of Business, Renmin University of China
Education
2009 – 2014 Imperial College London Ph.D. in Finance
2008 – 2009 Imperial College London MSc in Finance
2004 – 2008 Renmin University of China B.A. in Economics
研究领域
Asset Pricing, Anomalies, Hedge Funds, Mutual Funds and Short Sellers
近期论文
查看导师新发文章
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1. Fundamental Analysis and the Cross-section of Stock Returns: A Data-mining Approach, with Sterling Yan, Review of Financial Studies, Volume 30, Issue 4, (2017), 1382–1423
2. Shorting Flows, Public Disclosure, and Market Efficiency, with Xue Wang and Sterling Yan, Journal of Financial Economics, Volume 135, Issue 1, (2020), 191-212
3. Financial Industry Affiliations and Hedge Fund Performance, with Sterling Yan, forthcoming in Management Science
4. Should Mutual Fund Investors Time Volatility?, with Feifei Wang and Sterling Yan, forthcoming in Financial Analysts Journal
5. Time-Series and Cross-Sectional Momentum in Anomaly Returns, with Feifei Wang and Sterling Yan, forthcoming in European Financial Management