已发表成果:
WOK 论文 10 篇;中文核心 5 篇;
Market volatility and the trend factor
What can we learn from the convenience yield of Bitcoin? Evidence from the COVID-19 crisis
How price limit affects the market efficiency in a short-sale constrained market? Evidence from a quasi-natural experiment
Too much to learn? The (un)intended consequences of RegTech development on mergers and acquisitions
Economic policy uncertainty and momentum
From Globalization to Regionalization: The United States, China, and the Post-Covid-19 World Economic Order
Invisible hand and helping hand: Private placement of public equity in China
ACCRUALS AND MOMENTUM
The role of analysts: An examination of the idiosyncratic volatility anomaly in the Chinese stock market
Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market
聪明的贝塔:来自A股市场因子动量效应的实证研究
计量经济学报,2096-9732,2024-05-15.交易限制与股票市场定价效率——基于创业板涨跌幅限制放宽的准自然实验研究
金融研究,1002-7246,2022-11-25.杠杆投资者融资交易行为模式研究——来自A股市场的经验证据
金融研究,1002-7246,2021-07-25.资本市场国际影响力提升效应研究——来自A股纳入明晟(MSCI)新兴市场指数的证据
金融研究,1002-7246,2020-05-25.巴菲特的阿尔法:来自中国股票市场的实证研究
管理世界,1002-5502,2018.