Publications

  • Journal Papers

Working papers:

Term Structure of Recession Probabilities and the Cross-Section of Asset Returns, Under review
presented: AFA 2018, EFA 2017, FMA Asia 2017, AFBC 2016, 1st Greater China Finance Conference

Forward-Looking Tail Risk Measures (with Markus Huggenberger and Chu Zhang), Working paper
presented: Asian Quantitative Finance Conference 2018, CICF 2018, SoFiE 2018, DGF 2017, IFABS 2017 Oxford, SoFiE 2017 Summer School (Kellogg)

The Peso Problem: Evidence from the S&P 500 Options Market (with Chu Zhang), Working paper
presented: SoFiE 2017 Summer School (Kellogg), AFBC 2015 (Best paper of PhD Forum, 3rd Prize), CICF 2015

Institutional Investment Horizons and the Agency Cost of Debt (with Zilong Zhang and Di Kang), Under review
presented: IFABS 2019, FMA 2014, TADC 2014

Seminars and Conferences:

2018:
Asian Quantitative Finance Conference, AFA, CICF, EcoSta (CityU HK), CUHK-Shenzhen, Zhejiang University

2017:
FMA Asia-Pacific, SoFiE 2017 Summer School (Northwestern Kellogg), EFA

2016:
Exeter, City University of Hong Kong, SUSTech,Greater China Area Finance Conference (Xiamen), Sun Yat-sen University, AFBC

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