教育经历
金融学博士,新加坡管理大学,李光前商学院,2014年6月
金融学硕士,新加坡管理大学,李光前商学院,2011年1月
研究方向
资产定价,预测,市场异象,行为金融,投资,创业与创新,中国金融市场
发表论文
1, “Investor Sentiment Aligned: A Powerful Predictor of Stock Returns”, Review of Financial Studies (金融研究评论; SSCI 金融三大刊) 28, 2015, 791–837, with Dashan Huang, Jun Tu, and Guofu Zhou; 获Emerald最佳论文奖,2014年中国金融评论国际年会;被 CFA Digest July 2015, Academic Research Monitor of UBS Quant Equity Research; Alpha Architect Blog of Wesley Gray, 中国经济学教育科研网等转载
2, “Chinese Stock Market Volatility and the Role of U.S. Economic Variables”, Pacific-Basin Finance Journal (环太平洋金融杂志SSCI) 39, 2016, 70–83, with Jian Chen, Hongyi Li, Weidong Xu
3, “Asset Allocation in Chinese Stock Market: The Role of Return Predictability”, Journal of Portfolio Management (投资组合管理杂志SSCI) 41, 2014, 71–83, with Jian Chen, and Jun Tu
4, “The Chinese Bond Market: Risk, Return and Opportunities”, Journal of Portfolio Management (投资组合管理杂志SSCI) 41, 2014, 110–126, with Longzhen Fan, and Guofu Zhou
5, “Can US Economic Variables Predict the Chinese Stock Market?”, Pacific-Basin Finance Journal (环太平洋金融杂志SSCI) 22, 2013, 69–87, with Jeremy Goh, Jun Tu, and Yuchen Wang
6, "中国股票市场可预测性的实证研究", 《金融研究》2011年第9期107–121 (with David Rapach, Jack Strauss, 凃俊, 周国富);全美华人金融协会 (TCFA) 2010年度最佳投资论文奖;《金融研究》优秀论文三等奖(2011年度)
7, “Forecasting Chinese Stock Market Volatility with Economic Variables”, Emerging Markets Finance and Trade (新兴市场金融与贸易SSCI), 已接受, with Weixian Cai, Jian Chen, and Jimin Hong
8, “Chinese Stock Market Volatility and the Role of U.S. Economic Variables” Pacific-Basin Finance Journal (环太平洋金融杂志), 已接受, with Jian Chen, Hongyi Li, Weidong Xu