Research Interests
- Empirical Asset Pricing, Macro-Finance, Empirical Corporate Finance, Short Selling, Credit Default Swap, Machine Learning
Research Publications
- “Economic Policy Uncertainty, CDS Spreads, and CDS Liquidity Provision” (with Xinjie Wang and Zhaodong Zhong), Journal of Futures Markets, April 2019, Volume 39, 461-480.
- “Economic Policy Uncertainty and Momentum” (with Ming Gu, Minxing Sun and Yangru Wu), Financial Management, Spring 2021, Volume 50, 237-259.
- “The COVID-19 Pandemic and Sovereign Credit Risk” (with Wei-Fong Pan, Xinjie Wang, and Ge Wu), China Finance Review International, Forthcoming.
- “Changes in Ownership Breadth and Capital Market Anomalies” (with Yangru Wu), Journal of Portfolio Management, Forthcoming.
- Selected working papers:
- “Geopolitical Risk and Investment” (with Xinjie Wang and Yangru Wu), R&R.
- “The Effect of Economic and Political Uncertainty on Sovereign CDS Spreads” (with Wei-Fong Pan, Xinjie Wang, Yaqin Xiao and Jinfan Zhang), R&R.
