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