Research Interests
Open to PhD applications in:
- Empirical asset pricing
- Factor investment
- Climate finance
- Financial market
Public outreach & key achievements
1. “Return Signal Momentum” (with F. Papailias, D. D. Thomakos). Journal of Banking & Finance, 124,
106063, 2021.
2. “Momentum and the Cross-section of Stock Volatility” (with M. Fan, F. Kearney, Y. Li). Journal of
Economic Dynamics & Control, 144, 104524, 2022.
3. “A Reexamination of Factor Momentum: How Strong Is it?” (with M. Fan, Y. Li, M. Liao). Financial
Review, 57, 585-615, 2022.
Research students
| PhD area | Currency market predictability |
| Name | Ang Li |
| Years of study | 2020-present |
| PhD area | Green finance |
| Name | Le Zheng |
| Years of study | 2023-present |
Alumni: Where are they now
| PhD area | Empirical asset pricing and data snooping test |
| Name | Minyou Fan |
| Years of study | 2018-2022 |
| Country | United Kingdom |
| Current position | Lecturer in Finance |