Publications and Manuscripts

  • Understanding the Performance of Components in Betting Against Beta, Critical Finance Review (forthcoming). [SSRN] [CFR: the latest version]
  • Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China, Journal of Empirical Finance, 2017, volume 42, 212-239, with Youwei Li. doi: 10.1016/j.jempfin.2017.04.001 [Slides] [Data]
  • Correlation and the Omitted Variable: A Tale of Two Prices, with Zheyao Pan.
    • current status: Revise and Resubmit, Financial Management
  • Investor Overconfidence and the Security Market Line: New Evidence from China, with Kai Li and Youwei Li. [SSRN]
    • The paper won the Research Excellence Award in the 2018 New Zealand Finance Meeting
    • The paper is nominated as a Semifinalist in the Best Paper Awards (Category: Investments) at the 2019 FMA Annual Meeting
  • The Price of Liquidity Beta in China: A Sentiment-based Explanation, with Michael Frömmel and Xinfeng Ruan. [SSRN]
    • current status: Revise and Resubmit, Journal of Financial Research
  • On the Liquidity Dynamics around Extreme Market Events: Evidence from the FOREX Market, with Michael Frömmel and Frederick Van Gysegem.
  • Overnight Momentum, Informational Shocks, and Late-Informed Trading in China, International Review of Financial Analysis, 2019, volume 66, with Ya Gao, Youwei Li, and Xiong Xiong. doi:10.1016/j.irfa.2019.101394 [SSRN]
  • Modeling Daily Electricity Price Volatility with Realized Measures, Energy Economics, 2014, volume 44, 492-502, with Michael Frömmel and Stepan Kratochvil. doi: 10.1016/j.eneco.2014.03.001
  • Further Evidence on Foreign Exchange Jumps and News Announcements, Emerging Market Finance and Trade, 2015, volume 51, 774-787, with Michael Frömmel and Frederick Van Gysegem. doi: 10.1080/1540496X.2015.1046348

Work-in-Progress (Selected)

  • Information Shocks and Foreign Exchange Market Reactions, with Daisy Chou and Jing Zhao. (UORG research grant)

Conference Presentation and Discussion

  • Annual Meeting of the Financial Management Association International (FMA), New Orleans, US, 2019
  • Financial Markets & Corporate Governance Conference, Sydney, Australia, 2019*
  • New Zealand Finance Meeting (NZFM), Queenstown, New Zealand, 2018
  • INFINITI Conference in International Finance, Sydney, 2018
  • Annual Conference of the European Economics and Finance Society (EEFS), London, UK, 2018
  • Auckland Finance Meeting (AFM), Queenstown, New Zealand, 2017*
  • Annual Meeting of the Financial Management Association International (FMA), Boston, US, 2017
  • Auckland Finance Meeting (AFM), Auckland, New Zealand, 2016
  • Annual Meeting of the Financial Management Association International (FMA), Las Vegas, US, 2016
  • The 33rd International Conference of French Finance Association (AFFI), Liège, Belgium, 2016*
  • The 21st edition of the Spring Meeting of Young Economists (SMYE), Lisbon, Portugal, 2016
  • Annual Meeting of the Royal Economics Society (RES), Brighton, UK, 2016
  • Joint Conference on Institutional Investors and Emerging Market Finance, Ghent, Belgium, 2015
  • Annual Meeting of the European Financial Management Association (EFMA), Amsterdam, Netherlands, 2015
  • Annual Conference of the International Finance and Banking Society (IFABS), Hangzhou, China, 2015
  • Annual Conference of the European Economics and Finance Society (EEFS), Brussels, Belgium, 2015
  • The 13th INFINITI Conference in International Finance, Ljubljana, Slovenia, 2015
  • Belgian Financial Research Forum (BFRF), Louvain-la-Neuve, Belgium, 2014
  • Annual Meeting of German Finance Association (DGF), Wuppertal, Germany, 2013
  • The 7th CSDA International Conference on Computational and Financial Econometrics, London, UK, 2013
  • Market Microstructure: Confronting Many Viewpoints, Institute Louis Bachelier, Paris, France, 2012 (poster presentation)

* = presented by co-author

Teaching

FINC 202: Investment Analysis and Portfolio Management, 2018 S2, 2019 S2

FINC 403: Studies in Capital Markets, 2017 S1, 2018 S1, 2019 S1

F000719/F000734: Advanced Investment Analysis (Ghent University), 2016 S2

Education

PhD. Economics, Ghent University / Universiteit Gent, Belgium

MSc . Finance (summa cum laude), Universiteit Antwerpen Management School, Belgium

    • ING BANK Best Thesis Award
    • Erasmus Mundus Scholarship

MSc . International Business, Universiteit Maastricht, the Netherlands

    • Orange Tulip Scholarship

BSc. Economics, Fudan University, China