Research Fields:
Investment
Education:
Ph.D., Finance, Quantitative Methods, Purdue University, 2003
Dual B.S., International Trade, University of Electronic Science & Technology of China, Chengdu China, 1995
B.S., Mechanical Engineering, Sichuan University, Chengdu China, 1993
Professional Experience:
Assistant Professor in Finance, Peking University HSBC Business School, Shenzhen China, 2010 - present
Visiting Assistant Professor in Finance, DePaul University, Chicago, Illinois, Sep. 2008 - 2010
Director of Research, MATHEMATICA Capital Management, LLC, Sausalito, California, March 2007 – Sep. 2009
Senior Economist, LECG, Emeryville, California, August 2004 – February 2007
Graduate Research Assistant & Instructor, Purdue University, West Lafayette, Indiana, August 1997 - December 2003
“Informed retail investors: Evidence from retail short sales” with Keith Jacks Gamble, Journal of Empirical Finance, Vol 40, January 2017
“Stock liquidity on China NEEQ exchange” with Ning Liu, Eurasian Economic Review, Vol 5, Oct. 2016
“The Stock Price Performance of Spin-Off Subsidiaries, Their Parents, and the Spin-Off ETF, 2001–2013” with John J. McConnell and Steven E. Sibley, The Journal of Portfolio Management, Vol. 42, Fall 2015
“Equity returns at the turn of the month” with John J. McConnell, Financial Analysts Journal, Vol. 64, March/April 2008（Winner: Graham and Dodd Scroll Award, 2008）
“Corporate Governance and Ownership Structure,” with McConnell, John J., Stephen B. McKeon, in Corporate Governance, Eds. H. Kent Baker and Ronald Anderson, John Wiley & Sons, Inc., in press, anticipated 2010
Work in Progress
“Arbitrage Involvement and Security Prices” with Byoung-Hyoun Hwang and Boxiao Liu, R&R, Management Science
“Short Squeezes” with Boxiao Liu
“Short-Selling and Limits to Arbitrage”
“Non-Diversified Funds: Implications Of Investment Restrictions On Mutual Funds”
Peking University HSBC Business School(PHBS), University Town, Nanshan District Shenzhen 518055, P.R.China
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