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Xi'an Jiaotong-Liverpool University (2023-present)
Student Supervision
Ongoing PhD Students:Â
Chengxin Gu, "A Deep Generalized Method of Moments in Asset Pricing", PhD in Finance, 03/2025-present.
Yufeng Chen, "Cross Section of Options and Aggregate Stock Returns", PhD in Finance, 09/2024-present.
University of Otago (2019-2025)
Student Supervision
Completed PhD Students:Â
Weihan Li, "Essays on Options", PhD in Finance, 10/2021-03/2025.
Junyu (Jeffery) Zhang, "Essays in Empirical Finance", PhD in Finance, 03/2021-02/2024.
Jianhui (Iris) Li, "Essays on Options Market", PhD in Finance, 07/2020-08/2023.
Jungah (Isabella) Yoon, "Essays on Derivatives Markets", PhD in Finance, 05/2020-06/2023.
Xiaolan Jia, "The Information Content of the Implied Volatility Surface", PhD in Finance, 09/2019-02/2022.
Wei Guo, "SPX and SPY Options", PhD in Finance, 04/2018-03/2021.
Tian (Tin) Yue, "SSE 50 ETF Options", PhD in Finance, 04/2016-12/2019.
Thi Nhu Xuan Nguyen, "Essays in Empirical Finance", PhD in Finance, 03/2014-12/2019.
Completed Master Students:
2023
Yi Shi, "Chinese Currency Options", Master of Finance, 07/2022-06/2023.
Tianjiao Li, "Currency ETF Options", Master of Finance, 07/2022-06/2023.
2022
Ben Hadida, "COVID-19 and the Cross-Section of Chinese Stock Returns in the Transportation & Logistics Industry", Master of Finance, 06/2021-06/2022.
2021
Josh Brown, "COVID-19 risk, and the cross-section of retail equity returns in the United States", Master of Finance, 02/2021-02/2022.
Alex Growden, "COVID-19 Risk, Psychological Effect, and Implied Volatility in the U.S. Option Market", Master of Finance, 02/2021-02/2022.
Sam Gouverneur, "The cross-sectional analysis of retail trading on the New-Zealand stock exchange returns", Master of Finance, 02/2021-02/2022.
Mew Jitsawatpaiboon, "The COVID-19 Risk in the Cross-Section of Equity Options", Master of Finance, 02/2021-02/2022.
Stanley Pont, "A Study of Implied Volatility within the New Zealand Equity Market & Investigation of Associated COVID-19 Impacts", Master of Finance, 02/2021-02/2022.
Nick Vyle, "The pricing of oil volatility in the cross-section of stock returns within the U.S. energy sector", Master of Finance, 02/2021-02/2022.
2020
Samuel Kirk-Reeve, "Air Pollution and the Cross-Section of Stock Returns in China", Master of Finance, 02/2020-02/2021.
Tom Lindsay, "The implied volatility smirk of gold options in China during the COVID-19 pandemic", Master of Finance, 02/2020-02/2021.
Oliver Nicholson, "Is Exchange Rate Uncertainty Priced in the Cross-Section of Energy Stock Returns?", Master of Finance, 02/2020-02/2021.
Kate Scott, "ESG-alphas and investor attention to ESG in the Australian market", Master of Finance, 02/2020-02/2021.
James Stanners, "Market Convergence Throughout the COVID-19 Crisis: Insights from Announcement and Google Trend Data", Master of Finance, 02/2020-02/2021.
Tom Weatherall, "Investor Attention and ESG Alphas in the United States", Master of Finance, 02/2020-02/2021.
2019
Connor Stuart, "Implied Volatility Smirk of the FXA ETF", Master of Finance, 02/2019-02/2020.
Jungah (Isabella) Yoon, "Does Average Skewness Matter in the Energy Market?", Master of Finance, 02/2019-02/2020.
Zisha Zhang, "Deviations from Put-Call Parity and Stock Return Predictability: Evidence from U.S. Arms Industry", Master of Finance, 02/2019-02/2020.
Member of Postgraduate Committee
Chair of Postgraduate Committee, 02/2021-04/2023
Director of PhD Programme, 11/2020-04/2023
Coordinator of PhD Programme, 02/2019-12/2020
Departmental PhD Workshop Organizer, 02/2019-04/2023
Departmental Postgraduate Seminars Organizer, 11/2020-04/2023
Auckland University of Technology (2018-)
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