Yulong Sun

Tenure-track Associate Professor

University of Science and Technology of China (USTC)

Contact me at: yulongsun (at) ustc.edu.cn

Publications

1. "Fear Propagation and Return Dynamics", with Kai Wang and Zhiping Zhou, Journal of Banking and Finance, forthcoming.

2. "Prices and Returns: Role of Inflation", Sole Author, Journal of International Money and Finance, Vol 147, September 2024, 103149.

Working Papers

1. "Idiosyncratic Cash Flow Volatility and Expected Stock Returns" (Sole Author)

Presentations: Frontiers of Factor Investing (2021, Lancaster), IAAE (2024, Xiamen), AsianFA (2024, Macau), FMA (2024, Grapevine)

2. "Government Debt, Dividend Growth, and Stock Returns" (Sole Author)

Presentations: EWMES (2018, Naples), CICF (2019, Guangzhou), AEA-Poster (2021, Virtual)

3. "How Federal Reserve Shapes International Stock Markets: Insights from China" (with Xiaoyu Cheng)

4. "How Common are Return Factors in Cryptocurrencies and Equities?" (with Guo Feng and Hao Ma)

Presentations: Cryptocurrency Research Conference (2021, Virtual), UWA Blockchain and Cryptocurrency Conference (2021, Virtual)

5. "Risk-neutral Cumulants, Expected Excess Return, and Future Stock Returns" (with Kai Wang)

Presentations: EFA (2020, Helsinki-Virtual), FMA Annual Meeting (2020, Virtual)