Yubo TAO (陶宇博)
Program Coordinator for PhD in Economics
Assistant Professor of Economics & Finance
Curriculum Vitae & Google Citations
Email: yubotao@um.edu.mo
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Research Interests:
Econometric Theory & Empirical Asset Pricing
Developing and applying new statistical models to economic and financial data.
Finding new factors or predictors for asset returns in both short- and long-term.
I am an Associate Editor for:
News on Research:
November 2026:
The paper, “Joint News, Attention Spillover, and Stock Returns”, jointly with Li Guo, Lin Peng, and Jun Tu, has been formally accepted by the Review of Financial Studies.
A new working paper, “Panel Local Projections with Missing Data”, is now available online.
October 2026:
A new working paper, “Vine Copula VAR: From Recursive Margins to Joint Forecast Inference”, jointly with Hunter Ng, is now available online.
A new working paper, “Headline Emphasis and Stock Returns: Evidence from Counterfactual Headlines”, jointly with my PhD student, Jingsong Chen, is now available online.
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