Associate Professor of Finance
School of Finance, Southwestern University of Finance and Economic (SWUFE)
Room 524, Gezhi Building, No. 555 Liu Tai Ave., SWUFE Campus, 611130, Chengdu, China
Phone: (+86) (028) 870.921.22
Mobile: (+86) 136.0805.8415
My research fields are Empirical Finance, Asset Pricing and Applied Econometrics.
I am also interested in behavioral finance and household finance.
1. Leisure, Consumption and Long Run Risk: An Empirical Evaluation
(April 27th, 2015)
2. Comparing Asset Pricing Models: What does the Hansen-Jagannathan Distance Tell Us?
(submitted to Journal of Empirical Finance (B tier English Journal), 2015)
3. Macro factors to pricing Bond Market
(submitted to Management Science (A tier English Journal), 2015)
4. Tests on Conditional Asset Pricing Models: An Economic Perspective
(submitted to 管理科学学报 (A tier Chinese Journal), 2015)
5. Housing Increases Happiness ? Evidence on Chinese Households Finance Survey
(金融研究 (A tier Chinese Journal), forthcoming, 2015)
6. Government Size, Political Background and Households' Entrepreneurship
(China Accounting and Finance Review (B tier English Journal), forthcoming, 2015)
7. Pessimism and Doubt: New Evidence on the Equity Premium
(submitted to 世界经济 (A tier Chinese Journal), 2015)
Work in Progress
Notes on Econometrics of Empirical Conditional Asset Pricing Models [PDF]