Welcome!
I am an Associate Professor at School of Finance, Renmin University of China, and an affiliated Visiting Research Fellow at School of Management, University of Bath.
Before joining RUC, I was an Assistant Professor at University of Bath.
My research interests include empirical asset pricing, institutional investors, and behavioral finance.
Address:
Room 307A
Mingde Main Building
Renmin University of China
Beijing, China
100872
Email:
Phone:
+86-10-82509261
SSRN:
Publications
Refereed
The Booms and Busts of Beta Arbitrage
(with Shiyang Huang, Dong Lou, and Christopher Polk)
Management Science, forthcoming (Internet Appendix)
Unpredicted Costly Dividends and Temporary Short Squeezes
(with Xiaolin Huo, Zhigang Qiu and Sijie Yang)
European Financial Management, 2023, Volume 29, Issue 5, 1553-1575
Coreversal: The Booms and Busts of Arbitrage Activities in China
(with Zhigang Qiu, Luyao Shen, and Weinan Zheng)
Journal of Empirical Finance, 2023, Volume 71, 51-65
The Term Structure of Mutual Fund Herding
(with Xiaolin Huo and Weinan Zheng)
European Financial Management, 2023, Volume29, Issue 3, 901-929
Analyst Incentives and Stock Return Synchronicity: Evidence from MiFID II
(with Yihan Li and Vesa Pursiainen)
Financial Analysts Journal, 2022, Volume 78, Issue 4, 77-97
Winner of the Best Paper Award (First Place), The 28th SFM conference, 2020
Winner of the Best Paper Award (Second Place), ERIC Doctoral Consortium 2021
Journal of Empirical Finance, 2021, Volume 62, 1-11 (Internet Appendix)
Winner of The Best Pitch Award, FMA European Conference, 2019
Strategic Insider Trading: Disguising Order Flows to Escape Trading Competition
(with Dingwei Gu, Hanwen Sun, and Huainan Zhao)
Journal of Corporate Finance, 2021, Volume 67, 101891
(with Chengxi Yin and Weinan Zheng)
Journal of Financial Markets, 2021, Volume 52, 100561
(with Shiyang Huang and Chengxi Yin)
Journal of Empirical Finance, 2019, Volume 54, 39-57
Skewness, Individual Investor Preference, and the Cross-Section of Stock Returns
(with Tse-Chun Lin)
Review of Finance, 2018, Volume 22, Issue 5, 1841–1876
Invited
No More Free Lunch: The Increasing Popularity of Machine Learning and Financial Market Efficiency
(with Jian Feng)
Economic and Political Studies, forthcoming