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, 2015)
3. Tests on Conditional Asset Pricing Models: An Economic Perspective
(submitted to 管理科学学报 (A tier Chinese Journal), 2015)
4. Housing Increases Happiness ? Evidence on Chinese Households Finance Survey
(金融研究 (A tier Chinese Journal), R&R, 2015)
5. Government Size, Political Background and Households' Entrepreneurship
(China Accounting and Finance Review, R&R, 2015)
6. 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]