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  • 特任副教授
  • 硕士生导师
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  • 学位:博士
论文成果
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  • [1]Idiosyncratic Cash Flow Volatility and Expected Stock Returns.
  • [2]Risk-neutral Cumulants, Expected Excess Return, and Future Stock Returns (with Kai Wang).
  • [3]Fear Propagation and Return Dynamics (with Kai Wang).
  • [4]Government Debt, Dividend Growth, and Stock Returns .
  • [5]How Common are Return Factors in Cryptocurrencies and Equities? (with Guo Feng) .
  • [6]Prices and Returns: What Is the Role of Inflation?.
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