top of page

​​Research

​

[Working paper, Published or forthcoming]

​​​​​​​​​

9. The Use and Disuse of FinTech Credit: When Buy-Now-Pay-Later Meets Credit Reporting

with Yanfei Dong, Jiayin Hu, Yiping Huang, and Han Qiu

​​​​​​

​​​8. Housing Price Growth and Rental Supply Duration: Evidence from a PropTech Rental Platform

with Jiayin Hu, Maggie Hu, Shangchen Li, and Zheng Zhang

​

7. Short-Term Basis Reversal

with Alberto G. Rossi and Yandi Zhu

​​

6. Which Expectation? 
with Juhani T. Linnainmaa and Guofu Zhou

​​​​​

​​​​5. Myopic Expectations and Stock Market Mispricing
with Guofu Zhou and Yingzi Zhu

​​​​​​​

4. Identifying Belief Distortions in the Cross Section of Factor Returns

with Juhani T. Linnainmaa

​

3. Man versus Machine Learning Revisited

with Juhani T. Linnainmaa and Yandi Zhu

[Review of Financial Studies, 2025]

Data and code

​​

2. CEO Turnover, Sequential Disclosure, and Stock Returns

with Jiayin Hu, Laura Xiaolei Liu, Yue Liu, and Hao Qu

[Review of Finance, 2025]

​​

​​1. Expectation Disarray: Analysts' Growth Forecast Anomaly in China
with Laura Xiaolei Liu, Xinyu Zhang, and Yandi Zhu
[Pacific-Basin Finance Journal, 2023
]


​

​​​

Research Written in Chinese​

 

3. 房价外推预期和长租需求——基于住房租赁合同数据的实证分析(合作者:李尚宸,胡佳胤,张峥)
Home Price Extrapolation Beliefs and Rental Housing Demand (with Shangchen Li, Jiayin Hu, and Zheng Zhang) 

[《金融研究》, 2024]

​

2. 政策导向、官员变更与企业破产——来自裁判文书的证据(合作者:胡佳胤,黄北辰,向昊天)

Political Incentive, Official Turnover, and Corporate Bankruptcy (with Jiayin Hu, Beichen Huang, and Haotian Xiang)
[《经济学》(季刊), 2024]

​

1. 行业研报、公司研报与分析师乐观偏差(合作者:李尚宸,张峥)

Stock Analysts' Industrial Reports and Optimism Bias (with Shangchen Li and Zheng Zhang)

[《中国会计评论》, 2022]

​​​

​​​​​

bottom of page