Research Interests

Portfolio Management; Idiosyncratic Volatility; Stock Return Predictability; Corporate Social Responsibility; Exchange Traded Funds; American Depository Receipts.


Alpha Beta Risk and Stock Returns—A Decomposition Analysis of Idiosyncratic Volatility with Conditional Models, Risks, 2018, Vol. 6: 124.

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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.

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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.