研究领域

金融：实证和理论资产定价、宏观金融、金融危机防范管理

论文成果 More>>

• Idiosyncratic Cash Flow Volatility and Expected Stock Returns.
• Risk-neutral Cumulants, Expected Excess Return, and Future Stock Returns (with Kai Wang).
• Fear Propagation and Return Dynamics (with Kai Wang).
• Government Debt, Dividend Growth, and Stock Returns .
• How Common are Return Factors in Cryptocurrencies and Equities? (with Guo Feng) .

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