Research

Working Papers

1. Digesting the Profitability and Investment Premiums: Evidence from the Short Selling Activity (with Qiaoqiao Zhu)

2. Seeing is Believing! Price Heuristics and the Cross-Section of Stock Returns (with Qiaoqiao Zhu)

3. Unlocking the Supply Side: How Securities Lenders’ Activities Predict Stock Returns

4. Reviving Technical Indicators with Machine Learning (with Juan Du, Hongfeng Peng, and Qiaoqiao Zhu)

5. Enhancing Exchange Rates Forecasting: Leveraging Long Short-Term Memory with Technical Indicators (with Juan Du, Hongfeng Peng, and Qiaoqiao Zhu)

6. ESG Practices and Corporate Financing Constraints: The Role of Board Network (with Yongjia Lin and Zhenye Lu)

7. Enhancing Pairs Trading Strategies with Trend and Seasonal Co-integration: A Machine Learning Perspective (with Juan Du)

8. Site Visits and Corporate Digitization (with Hong Deng and Yongjia Lin), R&R at Accounting & Finance.

9. Corporate Social Responsibility as an Ethical Catalyst: A Pathway to Genuine Environmental Accountability (with Xuanyi Shi, Jing Shi, and Yongjia Lin)

Research Publication

1. Yizhi Wang*, Jingze Zhang, and Qiaoqiao Zhu, 2025. Economic Policy Uncertainty and the Cost of Capital Equity. Journal of Financial Research, Forthcoming. (ABS3)

2. Xuanyi Shi, Yongjia Lin, Xiaoqing Fu, and Yizhi Wang*, 2025. Foreign Ownership and Liquidity Creation in China’s Banking Sector. Journal of Accounting Literature, Forthcoming. (ABS3)

3. Lingyu He, Jing Shi, Yizhi Wang*, and Qiaoqiao Zhu, 2025. Dependence Matters! Investor Sentiment and Stock Returns: A Sliced Inverse Regression Approach. Journal of Financial Research, Forthcoming. (ABS3)

4. Yongjia Lin, Hong Deng, and Yizhi Wang*, 2025. Institutional Investors’ Site Visits and Corporate Financialization in China. International Review of Financial Analysis 97, 103852. (ABS3)

5. Xuanyi Shi, Yongjia Lin, and Yizhi Wang*, 2024. Targeting Poverty Alleviation and Stock Price Crash Risk. Finance Research Letters 69, 106159. (ABS2)

6. Xuanyi Shi, Yongjia Lin, and Yizhi Wang*, 2024. Institutional Investor Heterogeneity and Green Innovation in China: Does Digital Transformation Matter? International Review of Economics & Finance 93, 994-1014. (ABS2)

7. Siochong U, Yongjia Lin, and Yizhi Wang*, 2024. The Impact of the Russia–Ukraine War on Volatility Spillovers. International Review of Financial Analysis 93, 103194. (ABS3)

8. Yizhi Wang, Yongjia Lin*, Xiaoqing Fu, and Songhe Chen, 2023. Institutional Ownership Heterogeneity and ESG Performance: Evidence from China. Finance Research Letters 51, 103448. (ABS2)

9. Yongjia Lin, Zhenye Lu, and Yizhi Wang*, 2023. The Impact of Environmental, Social, and Governance (ESG) Practices on Investment Efficiency in China: Does Digital Transformation Matter? Research in International Business and Finance 66, 102050. (ABS2)

10. Yongjia Lin, Yizhi Wang*, and Xiaoqing Fu, 2022. Margin Purchases, Short Sales and Stock Return Volatility in China: Evidence from the COVID-19 Outbreak. Finance Research Letters 46, 102351. (ABS2)

11. Yan Luo*, Jinjuan Ren, and Yizhi Wang, 2015. Misvaluation Comovement, Market Efficiency and the Cross-section of Stock Returns: Evidence from China. Economic Systems 39 (3), 390-412. (ABS2)

* indicates the corresponding author.

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