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 MelbourneAnalyst Information Contagion (SSRN link) with Dong Yan
Presentations: SWUFE IFS 2023, CIRF 2023, AMES Beijing 2023Resurrecting the Downside Risk Premium - a Geographic Perspective with Weikai Li
Presentations: AsianFA 2024 ...
Diversifying Away From Home: Home-Biased Risk Attitudes and Betting Against Cross-Border Beta with Dong Xi, Massimo Massa, and Yuqing Yang
Presentations: Baruch College ...
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)
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