Yao Deng

Assistant Professor of Finance

Finance Department

School of Business

University of Connecticut

yao.deng@uconn.edu


Research: Empirical and Theoretical Asset Pricing, Behavioral Finance, Macro Finance


Vita

Publications:

Estimating and Testing Investment-Based Asset Pricing Models, with Frederico Belo and Juliana Salomao

Journal of Financial Economics, accepted

Working Papers:

Extrapolative Expectations, Corporate Activities, and Asset Prices


Market Power, Technology Shocks, and the Profitability Premium, with Ding Luo and Jincheng Tong


On the Stock Return and Investment Return Correlation Puzzle, with Frederico Belo

Teaching:

University of Connecticut


University of Minnesota