Scholar Profiles and Citations
Selected Publications
1. "Investor Sentiment Aligned: A Powerful Predictor of Stock Returns" (data: PLS investor sentiment index up to 2023)
1. "参照点效应、公司治理与上市公司财务重述"
- Review of Financial Studies 28(3), 2015, 791-837, with Dashan Huang, Jun Tu, and Guofu Zhou
- ESI top 1% Highly Cited Papers in Economics and Business; Most Cited Papers published in RFS during 2015-2016
- Featured by CFA Digest July 2015, Academic Research Monitor of UBS Quant Equity Research, Alpha Architect
- Won the Emerald Best Paper Award in 2014 China Finance Review International Conferenc
- Journal of Financial Economics 132(1), 2019, 126-149, with Joshua Lee, Xiumin Martin, and Guofu Zhou
- ESI top 1% Highly Cited Papers in Economics and Business; Most Cited Papers published in JFE since 2018
- Featured by Harvard Business Review, Harvard Law School Forum on Corporate Governance and Financial Regulation, Tsinghua Financial Review, Alpha Architect, Quant Equity Research of China Merchants Securities, etc.
- Won the CFA Institute Best Paper Award, 2017 FMA Asia/Pacific Conference; Best Paper Award finalist, 2017 FMA European Conference
- Management Science 68(3), 2022, 1678-1695, with Dashan Huang, Kunpeng Li, Guoshi Tong, and Guofu Zhou
- included in the special issue on Data-Driven Prescriptive Analytics
- Won the WRDS Best Paper Award, 2018 AsianFA Annual Meeting
- Journal of Econometrics, 2023, with Dashan Huang, Fuwei Jiang, Kunpeng Li, Guoshi Tong, and Guofu Zhou
- Won the WRDS Best Paper Award, 2018 AsianFA Annual Meeting
- Journal of Business & Economic Statistics 2024, with Yongmiao Hong, Lingchao Meng, Bowen Xue
- Journal of Financial Markets, 2024, with Tian Ma, Feifei Zhu
- Journal of International Money and Finance 140(2), 2024, with Frank J. Fabozzi, Dashan Huang, Jiexun Wang
- Journal of Empirical Finance 75(1), 2024, with Tian Ma, Cunfei Liao
- Electronic Commerce Research and Applications 54(4), 2022, 1-18, with Yong Shi, Yuan An, Xiumei Zhu
- Journal of Applied Econometrics 35(5), 2020, 629-644, with Hongwei Zhang, Qiang He, Ben Jacobsen
- Journal of International Money and Finance 96(9), 2019, 210-227, with Jian Chen, Shuyu Xue, and Jiaquan Yao
- Journal of Banking and Finance 87 (2), 2018, 135-149, with Xinlin Qi, Guohao Tang
- Journal of International Money and Finance 70, 2017, 183–203, with Jian Chen, Yangshu Liu, Jun Tu
- Journal of Portfolio Management 41, 2014, 71–83, with Jian Chen, and Jun Tu
- Journal of Management Science and Engineering 3(4), 2018, 259-283, with Guohao Tang, Guofu Zhou
- 《管理科学学报(英文版)》
1. "参照点效应、公司治理与上市公司财务重述"
- 《经济研究》2023年第58卷第10期191-208页,with丁慧、靳馥境
- 《管理世界》2022年第38卷第4期29-41页, with 宁炜、薛浩
- 《经济学季刊》2022年第22卷第3期819-842页, with 马甜,唐国豪
- 《经济学季刊》2021年第21卷第4期1323-1344页, with 孟令超,唐国豪
- 《管理科学学报》2022年, with 靳馥境, 唐国豪
- 《管理科学学报》2021年第1期109-126页, with 马甜,张宏伟
- 《金融研究》2023年第10期, with 林奕皓,马甜
- 《金融研究》2021年第6期95-115页, with 胡逸驰,黄楠
- 《金融研究》2019年第5期37–55页, with 郭鹏,郭豫媚
- 《金融研究》2011年第9期107–121页(《金融研究》优秀论文奖)
- “How Predictable Is the Chinese Stock Market?”, Journal of Financial Research 9, 2011, 107–121, with David Rapach, Jack Strauss, Jun Tu, and Guofu Zhou; Best Paper Award in Investment, The Chinese Finance Association (TCFA), 2010; Outstanding Paper Award (Third Prize), Journal of Financial Research, 2011
- 《系统工程理论与实践》2022年第8期2037-2048页, with 薛浩, 周明
Submitted Working Papers
- "The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning" with Turan Bali, Amit Goyal, Dashan Huang, Quan Wen
- “Intangible to Tangible” R&R, Journal of Banking and Finance
- “Scaled Factor Portfolio” R&R, Journal of Empirical Finance
- “Certainty of Uncertainty for Asset Pricing” R&R, Journal of Empirical Finance
- "Anomalies in the age of machine", with Lingchao Meng, Yiming Wang, Guofu Zhou
Please visit my SSRN Author Page for a full list and links to my recent working papers