Research Projects

• A Study of Cross-Industry Return Predictability in the Chinese Stock Market.

Published at the International Review of Financial Analysis., with Michael Ellington & Michalis Stamatogiannis.

• Industry Portfolio Volatility Connections and Industry Portfolio Returns.

Under review at the Journal of International Money and Finance, with Michael Ellington & Michalis Stamatogiannis.

• International Return Predictability: Evidence from Industry Portfolios.

Working Paper, Sole Authored

• Journal Targets: European Journal of Operational Research, Journal of Financial Markets.

• Which variable selection procedure works best when forecasting noisy variables?

Working Paper, Sole Authored

• Journal Targets: Journal of Empirical Finance, Applied Econometrics.

• Does extreme weather events impact forecasting? Evidence from industry portfolios.

Working Paper, Sole Authored

• Journal Targets: International Journal of Production Economics.

Research Interests

Research Interests: Empirical Asset Pricing, Stock Return Predictability, Financial Modeling, Statistical Machine Learning, Bayesian Econometrics.

Research Memberships: Member of the SoFiE - Society for Financial Econometrics (NYU), Member of the Big Data and Econometrics Group (UoL) .

Research Skills

Languages/Statistics Packages: MATLAB, SAS, STATA, Eviews, R, MySQL, HTML (Hypertext Markup Language), Java, Eviews, Dynare and Python.

Editing: LATEX(LyX, Overleaf), Experience with Microsoft Packages (Word, Excel, PowerPoint, Outlook)

Languages: Mandarin (Native), English (Highly Proficient) .

Research Presentations

King’s College London: International Conference on Computational and Financial Econometrics (20-22 Dec 2021)

University of London: International Conference on Computational and Financial Econometrics (14-16 Dec 2019)

NWSSDTP Accounting and Finance Workshop (11 Oct 2019)

AMBS Ph.D. conference (11-12 May 2019)

NWSSDTP Economics conference (10-11 May 2018)