CV

Education

• Ph.D in Finance, The Chinese University of Hong Kong, 2024
• MSc. in Finance, Nanyang Technological University, 2019
• BEng. in Civil Engineering, Southeast University, 2017

Work experience

• 2025 - Present: Assistant Professor in Finance, University of Macau
• 2024 - 2025: Postdoctoral Fellow, The Hong Kong Polytechnic University
  • Supervisor: Jie (Jay) Cao

Research interests

• Empirical Asset Pricing: derivatives, return predictability, investments
• Machine learning in Finance: textual analysis, large language models

Selected working papers

1. Forecasting Option Returns with News (with Jie Cao, Bing Han, Gang Li, and Xintong Zhan)
2. Forecasting Corporate Bond Index Returns with Firm Characteristics and Macro Variables (with Jie Cao, Linjia Song, and Xintong Zhan)
3. Abnormal Media Coverage and Option Returns (with Linjia Song)
4. The Role of Abnormal Stock Trading Volume in the Equity Option Market (with Jie Cao, Bing Han, Gang Li, and Xintong Zhan)