My Research.
My research interests include empirical asset pricing, the Chinese economy, mutual funds, labor and finance, and ESG. My research work has appeared on International Regional Science Review and Asia-Pacific Journal of Financial Studies, or received invitations to resubmit to Journal of Financial and Quantitative Analysis. My work also has been presented at AFA, FMA, and AsianFA, etc.
Publications
1. “Toward Job or Amenity?: Evaluating the Locational Choice of Internal Migrants in China” with Yaqin Su and Yue Hua. International Regional Science Review, 42(2019), 400–430. [PDF]
2. "One Country, Two Calendars: Lunar January Effect in China’s A-share Stock Market," with Qianqiu Liu and Allan A. Zebedee. Asia-Pacific Journal of Financial Studies, 51(6), 859-895. [PDF]
“是的,张大哥以为政府要能在国历元旦请全国人民吃涮羊肉,哪怕是吃饺子呢,就用不着下命令禁用旧历。”——老舍《离婚》
2. "One Country, Two Calendars: Lunar January Effect in China’s A-share Stock Market," with Qianqiu Liu and Allan A. Zebedee. Asia-Pacific Journal of Financial Studies, 51(6), 859-895. [PDF]
“是的,张大哥以为政府要能在国历元旦请全国人民吃涮羊肉,哪怕是吃饺子呢,就用不着下命令禁用旧历。”——老舍《离婚》
Working Papers
1. "Ambiguity and Market Underreaction to Earnings", with Qianqiu Liu and S. Ghon Rhee.
-- Presented at AsianFA (2022), China International Risk Forum (2022, Best Paper Award), FMA (2022), FMA Asia Pacific Conference (2022).
-- Revise and resubmit at JFQA.
2. "Does Beauty Matter in Mutual Fund Managers’ Performance?", with Xun Xiong.
-- Presented at The Third Camphor Conference for Finance (2021)*, AsianFA (2021), AFA Ph.D. Poster Session (2022)
-- Reject and resubmit at JFQA.
3. "Intangible Investments and the Cross-Section of Stock Returns", with Qianqiu Liu and Tram Nguyen
*Presented by co-authors.
-- Presented at AsianFA (2022), China International Risk Forum (2022, Best Paper Award), FMA (2022), FMA Asia Pacific Conference (2022).
-- Revise and resubmit at JFQA.
2. "Does Beauty Matter in Mutual Fund Managers’ Performance?", with Xun Xiong.
-- Presented at The Third Camphor Conference for Finance (2021)*, AsianFA (2021), AFA Ph.D. Poster Session (2022)
-- Reject and resubmit at JFQA.
3. "Intangible Investments and the Cross-Section of Stock Returns", with Qianqiu Liu and Tram Nguyen
*Presented by co-authors.