My research focuses on empirical asset pricing, international finance and sustainable finance. Within these fields, it involves stock return predictability; corporate social responsibility; climate change risk; American depositary receipts; idiosyncratic volatility; portfolio management; and exchange-traded funds. I also serve as a reviewer for journals, as a committee member for academic conferences such as Financial Management Association, and as an assessor for research grants including SSHRC Insight Grant.
 The Cross-section of Expected Stock Returns and Components of Idiosyncratic Volatility (with S. R. Tabatabaei Poudeh). 2022. Journal of Risk Finance, Accepted. Download the Paper.
 CSR disclosure of foreign versus U.S. firms: Evidence from ADRs (with R. H. Chowdhury, Q. Huang and N. Lin). 2021. Journal of International Financial Markets, Institutions and Money, 70, 101275. Download the Paper.
 What drives oil prices? A Markov switching VAR approach (with X. Gong, K. Guan, L. Chen and T. Liu). 2021. Resources Policy, 74, 102316. Download the Paper.
 Too High to Get it Right: The Effect of Cannabis Legalization on the Performance of Cannabis-Related Stocks (with F. Chen, S. Choi and J. Nycholat). 2021. Economic Analysis and Policy, 72, 715-734. Download the Paper.
 Time-varying Risk and the Relation between Idiosyncratic Risk and Stock Return. 2021. Journal of Risk and Financial Management, 14, 9. Download the Paper.
 Alpha Beta Risk and Stock Returns—A Decomposition Analysis of Idiosyncratic Volatility with Conditional Models. 2018. Risks, 6, 124. Download the Paper.
Grants and Awards
SSHRC SIG Explore Grant, 2022-2023.
General Research Fund in Social Sciences and Humanities, 2021-2022.
Statistics Canada RDC Research Award, 2021-2022.
Pedagogical Development Fund, 2020.
Bridge Research Grant, 2019-2021.
Publication Grant, 2019.
Conference Travel Grant, 2018-2019.
Research Start-up Fund, 2018-2021.
Ad-hoc Journal Reviewer
European Journal of Finance; Emerging Markets Review; Pacific-Basin Finance Journal; Finance Research Letters; Journal of International Financial Markets, Institutions and Money; Accounting and Finance; Economics Letters; Cogent Economics and Finance; Review of Financial Economics; Emerging Markets Finance and Trade; China Finance Review International; Applied Finance Letters.