About me
Academic Position
2024 – Present
Professor of Finance, School of Business, Renmin University of China
2019 – 2024
Associate Professor of Finance, School of Business, Renmin University of China
2014 – 2019
Assistant Professor of Finance, School of Business, Renmin University of China
Education
2009 – 2014 Imperial College London Ph.D. in Finance
2008 – 2009 Imperial College London MSc in Finance
2004 – 2008 Renmin University of China B.A. in Economics
Research Interest
Asset Pricing, Anomalies, Hedge Funds, Mutual Funds and Short Sellers
Publications
Fundamental Analysis and the Cross-section of Stock Returns: A Data-mining Approach, with Sterling Yan, Review of Financial Studies, Volume 30, Issue 4, (2017), 1382–1423
Shorting Flows, Public Disclosure, and Market Efficiency, with Xue Wang and Sterling Yan, Journal of Financial Economics, Volume 135, Issue 1, (2020), 191-212
Financial Industry Affiliations and Hedge Fund Performance, with Sterling Yan, forthcoming in Management Science