研究成果

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研究成果

主要学术论文

· “Redemption in Kind and Mutual Fund Liquidity Management” with Vikas Agarwal, Ke Shen, and Haibei Zhao, Review of Financial Studies, 2023, 36(6), 2274 ̶ 2318.

· “Political Uncertainty and Household Stock Market Participation” with Vikas Agarwal, Hadiye Aslan, and Lixin Huang, Journal of Financial and Quantitative Analysis, 2022, 57(8), 2899 ̶ 2928.

· “Alpha or Beta in the Eye of the Beholder: What Drives Hedge Fund Flows” with Vikas Agarwal and T. Clifton Green, Journal of Financial Economics, 2018, 127(3), 417 ̶ 434.

· “Too Naïve to NAV? Performance Display and Capital Misallocation” with Haibei Zhao, Financial Management, forthcoming.

· “Partisanship, Optimism, and Firm Innovation” with Anqi Jiao and Juntai Lu, Financial Management, 2024, 53(3), 543-577.

· “Blue versus Red: Partisan Firm Leaders and Corporate Culture” with Anqi Jiao, Business & Politics, 2024, 26(4), 529-551.

· 【综述论文】“Hedge funds: Performance, Risk Management, and Impact on Asset Markets” with Vikas Agarwal, Oxford Research Encyclopedia of Economics and Finance, 2023.

· “Effects of the Covid-19 Pandemic on Derivatives Markets: Evidence from Global Futures and Options Exchanges” with Ekaterina E. Emm, Gerald D. Gay, and Han Ma, Journal of Futures Markets, 2022, 42(5), 823 ̶ 851.

· “Political Catastrophe and Firm Strategies: Evidence from the Capitol Riot” with Anqi Jiao and Han Ma, Finance Research Letters, 2022, 48.

· “The Rise and Breakup of the Commodity Exchange Membership: An Analysis of CBOT Seat Prices” with Ekaterina E. Emm, Gerald D. Gay, and Han Ma, Journal of Commodity Markets, 2021.

· “Corporate Risk Exposures, Disclosure and Derivatives Use: A Longitudinal Study” with Ekaterina E. Emm and Gerald D. Gay, Journal of Futures Markets, 2019, 39(7), 838 ̶ 864.

· “公募基金实物赎回和流动性风险管理”,清华金融评论,2023年09期


论文主页:https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=2227452


主要纵向课题

国家自然科学基金青年项目,主持,2023-2025

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