CV

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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. Firm and Macro Information in Corporate Bond Risk Premium

   with Jie Cao, Linjia Song, and Xintong Zhan

3. The Role of Abnormal Stock Trading Volume in the Equity Option Market

   with Jie Cao, Bing Han, Gang Li, and Xintong Zhan

4. When Charts Help and Mislead: Visual Peer Effects in Stock Markets

   with Jie Cao, Amit Goyal, Xintong Zhan, and Qiruo Zhang

Presentations and Discussions

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