Research Interests

Selected Working Papers

The Capital Market Implications of Climate Risk Disclosure (with Jiang Luo, Konstantinos Stathopoulos, Avanidhar Subrahmanyam, and Ran Zhao, available online at SSRN) local download 

Leeds University Business School (2024); Sydney Banking and Finance Conference (2024)*; Massey Sustainable Finance Conference (2024)*; Suzhou Workshop of Economics with Heterogeneous Interacting Agents (2025); Southwestern Finance Association (SWFA) Annual Conference (2025)*

Knowledge-based Black-Litterman Asset Allocation with High-Dimensional Realized Covariance (with Xinyu Huang, David P. Newton, and Emmanouil Platanakis, available online at SSRN)

37th AFFI*; 11th FBES*; 2023 EFMA*; University of Liechtenstein*(2022); CFE-CMStatistics*(2024)

Global Trade Network and Term Premia Dynamics (with Ai Jun Hou and Caihong Xu available online at SSRN) local download

Stockholm Business School (2022); 2023 CICF*; 2023 AMES (Tsinghua University, Beijing)*

Commodity Inflation Risk Premium: Evidence from the Cross-Section of Commodity Futures (with Ai Jun Hou, Emmanouil Platanakis, and Guofu Zhou, available online at SSRN) local download data download data page

2022 Rochester Conference in Econometrics*; 2022 Annual Meeting of EFMA*; 2022 FMA Europe*; 2022 Annual Meeting of the FMA US*; 2022 Annual Conference of the MMF; 11th FEBS*; 6th ENTFIN Annual Meeting*; Stockholm University*(Jun. 2022); Swedish House of Finance* (Jul, 2022); University of Exeter (Aug. 2022); XJTLU (Jun. 2022); University of Bath (Jul. 2022); SGF Conference (Mar. 2023)*

Voluntary Disclosures and Climate Change Uncertainty: Evidence from CDS Premiums (with Michael B. Imerman and Ran Zhao, available online at SSRN) local download R&R at Journal of Corporate Finance 

19th Chinese Finance Annual Meeting (Oct. 2022); RES & SES 2023 Annual Conference (Apr. 2023)

Informational Friction, Economic Uncertainty, and CDS-Bond Basis (with Charlie X. Cai and Ran Zhao, available online at SSRN) local download, a short video summary is available here. Presentation slides 

Durham University Business School (Feb. 2021); ICMA Centre, University of Reading (Apr. 2021); University of Bath School of Management (Jul. 2021); 52nd MMF Annual Conference (Sep. 2021); Annual Meeting of FMA (Oct. 2021)*; 2022 MFA conference (Mar 2022)*