Welcome! I am an Assistant Professor of Finance at the Faculty of Business Administration, University of Macau. My research focuses on asset pricing and behavioral finance. I received my Ph.D. in Applied Economics from Tsinghua PBC School of Finance.
Curriculum Vitae | SSRN Page | Google Scholar
Contact
Department of Finance and Business Economics
Faculty of Business Administration, University of Macau
Avenida da Universidade, Taipa, Macau SAR
Demand Shifts and Asset Pricing
Presentations: Melbourne Asset Pricing Meeting 2025, AFBC 2024, SBFC 2024, CAFM 2024, FMA 2024, FMA Asia/Pacific Doctoral Consortium 2024, AsianFA Doctoral Consortium 2024
PhD Paper Grant Award, AsianFA 2024
Salience and Short-term Momentum and Reversals (with Yili Chen and Jianfeng Yu)
Presentations: UNSW Asset Pricing Workshop 2025, NFA 2025, APAD 2025, CICF 2025, SFS Cavalcade Asia-Pacific 2024, NBER Behavioral Finance 2024*, CFRC 2024, NTU Finance Conference 2024*, City University of Hong Kong*, CFRI & CIRF 2024
Similar Stocks (with Wei He, Yuehan Wang, and Jianfeng Yu)
Presentations: Korean Finance Association Meetings 2023*, CFAM 2023*, CICF 2022*, UBS Quant Series*
Network through Social Media Connections (with Weichen Zhang)
Presentations: CFRC 2025*, AFA Poster 2025, CFAM 2023*, AsianFA 2023, EFMA 2023*, FMCG 2023*, Tsinghua PBCSF workshop*, THU-PKU-RUC Joint PhD seminar *
Decoding Momentum Spillover Effects
Journal of Financial and Quantitative Analysis, Forthcoming