Yulong Sun, Ph.D., CFA

Tenure-track Associate Professor 

University of Science and Technology of China (USTC)

Contact me at: yulongsun (at) ustc.edu.cn 

Working Papers

5. Idiosyncratic Cash Flow Volatility and Expected Stock Returns 

Presentations:  Frontiers of Factor Investing  (2021, Lancaster), IAAE (2024, Xiamen)

4. Fear Propagation and Return Dynamics (with Kai Wang and Zhiping Zhou) 

Revise & Resubmit at Journal of Banking & Finance  

       Presentations:  AFFI (2021, Paris-Virtual), AMES (2021, Virtual)

3. Risk-neutral Cumulants, Expected Excess Return, and Future Stock Returns (with Kai Wang) 

Revise & Resubmit at Journal of Banking & Finance  

Presentations:  EFA (2020, Helsinki-Virtual), FMA Annual Meeting (2020, Virtual) 

2. Prices and Returns: Role of Inflation  

Revise & Resubmit at Journal of International Money and Finance

       Presentations:  EEA-ESEM (2019, Manchester), Paris December Finance Meeting (2019, Paris) 

1. Government Debt, Dividend Growth, and Stock Returns 

Presentations: EWMES (2018, Naples), CICF (2019, Guangzhou), AEA-Poster (2021, Virtual)