CV & Research
See PDF version here (Updated: April, 2024)
Education Background
Ph.D. in Business (Finance) 2020 - 2025 (expected)
Singapore Management University, LKC School of Business Singapore
M.S. in Quantitative Financial Economics 2018 - 2020
Duke University, Department of Economics Durham, NC, USA
B.B.A. in Financial Management 2014 - 2018
Nankai University, Business School Tianjin, China
Working Papers
( * presented by co-author)
[1] Overnight-Intraday Return Gap and the Retail Ebb and Flow
with Yongkil Ahn (SeoulTech), Don Noh (HKUST) and Stella Y. Park (SMU)
Presented at: SMU Brown Bag; HKUST Brown Bag*; Conference on Asia-Pacific Financial Markets 2023*; Australasian Banking & Finance Conference 2023*; Hawaii Accounting Research Conference 2024*
[2] Expected Return in Night and Day: Role of Trading Volume (in-progress)
with Zhiheng He (Tsinghua) and Dashan Huang (SMU)
Presented at: Singapore Rising Scholar Conference 2024; CIRF-CFRI joint conference 2024* (scheduled); China International Conference in Finance 2024 (scheduled)
Pre-Doc Publications
Fan, Qi and Jiasheng Yang. "A Denoising Autoencoder Approach for Credit Risk Analysis". Proceedings of the 2018 International Conference on Computing and Artificial Intelligence, pp. 62-65.
Working Experience
Singapore Management University (2020-now)
Teaching Assistant
2023-24 FNCE 6002 Private Equity and Venture Capital Investing (Master)
2022-23 FNCE 101 Finance (Undergraduate)
FNCE 203 Analysis of Equity Securities (Undergraduate)
FNCE 6002 Private Equity and Venture Capital Investing (Master)
2021-22 FNCE 201 Corporate Finance (Undergraduate)
STAT 700 Basic Research Methodology and Statistics (Ph.D. in General Management)
FNCE 305 Analysis of Derivative Securities (Undergraduate)
2020-21 FNCE 6018 Advanced Derivatives (Master)
Research Assistant
2022-23 for Dr. Stella Park (School of Accountancy)
2021-22 for Dr. Jun Yu (School of Economics)
Duke University (2018-2020)
2019 Research Assistant: Dr. Andrew J. Patton, Department of Economics
2019 Teaching Assistant: ECON 672 High-Frequency Financial Econometrics (M.S. & Ph.D level)
Grants & Awards
2023-24 SMU Interdisciplinary Doctoral Fellowship
2020-24 SMU Ph.D. Full Scholarship
2015-17 Nankai Undergraduate Scholarship
Personal Information
Languages: Chinese (Native), English (Proficient), Cantonese (Conversation) and French (Reading)
Programming: Python, R, MATLAB, LaTeX, Stata, Git
Certificates: CFA® program - Level I passed