My Expertise
Empirical asset pricing; Financial intermediaries; International financial markets
Biography
For more details, please click here: CV.
I am an associate professor of finance at the UNSW Business School. My research expertise is in the empirical asset pricing area. One common theme in my research is how various market participants process different types of information, interact with each other, and consequently affect the formation of asset prices. My work covers topics including the time-series and cross-sectional patterns in asset...view more
For more details, please click here: CV.
I am an associate professor of finance at the UNSW Business School. My research expertise is in the empirical asset pricing area. One common theme in my research is how various market participants process different types of information, interact with each other, and consequently affect the formation of asset prices. My work covers topics including the time-series and cross-sectional patterns in asset returns, and the behaviors and roles in capital markets of financial intermediaries (e.g., analysts, delegated asset managers, and news media). I received BA in Economics from Zhejiang University and PhD in Finance from National University of Singapore.
My Qualifications
- PhD, National University of Singapore
- BA, Zhejiang University
My Engagement
Ad-hoc Referee:
- Journal of Financial and Quantitative Analysis
- Review of Finance
- Management Science
- Journal of International Business Studies
- Journal of Corporate Finance
- Journal of Banking and Finance
- Journal of Financial Markets
- Journal of Empirical Finance
- International Review of Finance
- Journal of Economic Dynamics and Control
- Journal of Business Finance and Accounting
- Journal of Money, Credit, and Banking
- PLOS ONE
Grant Reviewer:
- Australian Research Council
- Research Grants Council of Hong Kong
Program Committee:
- European Finance Association Annual Meeting
- Financial Management Association Annual Meeting
- Asian Finance Association Annual Meeting
- Finance Down Under Conference
Memberships - Company Boards, Professional Associations:
- American Finance Association
- Western Finance Association
- European Finance Association
My Teaching
- FINS2624 Portfolio Management
- FINS3630 Bank Financial Management
- FINS4774 Empirical Asset Pricing
- FINS5517 Applied Portfolio Management and Modelling
- FINS5530 Financial Institution Management
- FINS5574 Empirical Asset Pricing
Publications
ORCID as entered in ROS
https://orcid.org/0000-0003-0502-3212
