Publications
Leverage Made at Home: Investors' Margin Loan Usage and Firm Leverage (link) with Chunbo Liu
Emerging Markets Review, Volume 55, June 2023
Presentations: Conference on Asia-Pacific Financial Markets 2021
Working Papers
Stock returns on post macroeconomic announcement days (SSRN link)
with Terry Zhang
Presentations: North American Summer Meeting of the Econometric Society 2019, Mutual Funds, Hedge Funds and Factor Investing 2019; EFMA 2021, AFFI 2021, University of Melbourne
Analyst Information Contagion (SSRN link)
with Dong Yan
Presentations: SWUFE IFS 2023, CIRF 2023, AMES Beijing 2023, University of Aberdeen
The Local Downside Risk Premium (SSRN link)
with Weikai Li
Presentations: AsianFA 2024, EWMES 2024, ...
Betting Against Others’ Beta: Revealed Preferences of Foreign Investors
with Xi Dong, Massimo Massa, and Yuqing Yang
Presentations: Baruch College, AFA 2025 Poster, CICF 2025, ...
眼前之利还是远长之计：基金暂停申购行为与投资者保护
合作者：罗荣华 唐雅雯
Presentation: 第二届中国金融学论坛（2024）,第二届中国公司金融夏季论坛（2024），
第六届中国优选法统筹法与经济数学研究会量化金融与保险分会（2024）
Firm and Country Determinants of Contagion with Lieven Baele, and Frank de Jong
Flights-to-Safety at High Frequency with Lieven Baele and Frank de Jong