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.
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 (scheduled), 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 (scheduled), 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 Joint Conference 2024
Similar Stocks (with Wei He, Yuehan Wang, and Jianfeng Yu)
Presentations: Korean Finance Association Meetings 2023*, CFAM 2023*, CICF 2022*, UBS Quant Series*
Decoding Momentum Spillover Effects
Accepted at Journal of Financial and Quantitative Analysis
Presentations: FMA Doctoral Consortium 2024, UNNC Research Workshop 2024, FMCG PhD 2023, CFAM 2022, RUC PhD seminar, UCASS PhD seminar
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 *