Research

Research Interests

Asset Pricing

Investments

Idiosyncratic Volatility

Stock Return Predictability

 

Publications

The Valuation of ADR IPOs, with Weidong Huo,Ying Huang and Steven X. Zheng.  Journal of International Financial Markets, Institutions and Money, 2018, Vol. 53: 215-226.

Download the Paper.

Investor Sentiment and Portfolio Selection, with Gady Jacoby and Yan Wang. . Finance Research Letters. 2015, Vol. 15: 266–273.

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Link to My SSRN Author Page

Link to My Google Scholar 

Link to My Researchgate Website

 

Conference Presentation

Presented “Model Selection, Idiosyncratic Volatility, and Stock Returns”, with Gady Jacoby and Lei Lu at the 2nd Greater China Area Finance Conference, Xiamen, China, June 23-24, 2018.

Presented “The Valuation of ADR IPO”, with Weidong Huo, Ying Huang and Steven Zheng at the Cross Country Issues on Credit, Banking, Asset Pricing, and Market Liquidity, Pu’er, China, December 16-17, 2016.

 

Professional Affiliations

American Finance Association, Financial Management Association, Northern Finance Association