Ai HE
Assistant Professor of Finance
Darla Moore School of Business
1014 Greene St, Columbia, South Carolina 29208
Research Interests
Empirical Asset Pricing
Climate Finance
Financial Institutions
Email: ai.he[at]moore[dot]sc[dot]edu
Jacelly Cespedes, Sumudu Watugala and I co-organize the 19th Early Career Women in Finance Conference at the 2024 WFA, in Honolulu: Call for papers.
Publications
Shrinking Factor Dimension: A Reduced-Rank Approach (2023), Management Science, Vol. 69, No.9, 5501–5522
(with Dashan Huang, Jiaen Li, and Guofu Zhou )
Diagnostics for Asset Pricing Models (2023), Financial Management, Vol. 52, No.4, 617-642, Lead Article
(with Guofu Zhou , Third Prize Winner of the 2019 Chicago Quantitative Alliance Academic Competition)
Cross-Sectional Expected Returns: New Fama-MacBeth Regressions in the Era of Machine Learning (2024), Review of Finance, Volume 28, Issue 6, 1807–1831
(with Yufeng Han, David Rapach, and Guofu Zhou )
Working Papers
(with Siwen Zhang)
Revise and Resubmit, Journal of Finance
(with Ricardo Correa, Christoph Herpfer, and Ugur Lel )
2023 RCFS Winter, Federal Reserve Bank of Philadelphia; 2022 JHU Carey Conference, FIRS, SFS Cavalcade NA; 2021 NFA, NBER Summer Institute, European FA, Pre-WFA Early Career Women in Finance Conference, Wharton Climate and Commodities Virtual Conference, MFA; 2020 Boca Corporate Finance and Governance Conference, Paris December Finance Meeting
Boca Corporate Finance and Governance Conference Best Paper Award , 2020
(with Matthew Gustafson, Ugur Lel, and Zhongling Qin)
2024 AFA, CICF, CFEA, RBFC, Bretton Woods Accounting and Finance Ski Conference, Canadian Sustainable Finance Network Conference; 2023 Texas A&M Young Scholars Finance Consortium, FIRS, JCF SI in Helsinki, AFFECT AFA Mentoring Workshop, WAPFIN@ Stern, FMA, CEIBS Finance & Accounting Academic Symposium
Climate Change Shocks and Financial Constraints
2019 AFBC, CICF, MFA, Paris December Finance Meeting; 2018 SEC Doctoral Student Symposium
AFA Poster | European Central Bank Presentation
2018 AFA Phd Poster Session, European Central Bank Money Markets Workshop; 2017 NFA, LBS Transatlantic Doctoral Conference, FMA, European Money and Finance Forum Colloquium & Bank of Finland Conference; 2016 AFBC PhD Forum & Main Conference
FMA Semi-finalist of the Best Paper in Markets & Institutions, 2017
AFBC Best Ph.D. Paper Award (3rd place) , 2016