BIOGRAPHY

Research Focus: Financial Engineering, Applied Statistics

Education:

Ph.D. In Physics, Brown University

RESEARCH

Selected Journal Publication:

1. Analysts Disagreement, Self-Selection, and Stock Returns, Journal of Business Economics and Management 2023 24(1), 37-53 （with Yunshen Long, Wenyue Li and Bingyan Wu）.

2. A gradient boosting approach to estimating tail risk interconnectedness, Applied Economics, 2021（with Yunshen Long, Lin Qing Zeng, Jing Wang, and Xingchen Long）.

3. Determining the information share of liquidity and order flows in extreme price movements, 2020, Economic Modelling, (with Hengzhi Liu, Chang Liu and Yunshen Long).

4. Iot based laundry services: an application of big data analytics, intelligent logistics management and machine learning techniques, International Journal of Production Research, 2020,(with Liu, Chang, Yongfu Feng, Dongtao Lin, and Min Guo).

5. Measuring the Smart Growth Pattern for Medium-Sized Cities, J. Urban Planning and Development, 2020, (with Liu, Chang, Lexuan Ren, and Min Guo).

6. The short-term and long-term trade-off between risk and return : chaos vs rationality, Journal of Business Economics and Management , 2020, (with Liu, Chang, Haoming Shi, and Min Guo)

7. Taylor’s law and its decomposition in urban facilities, Royal Society Open Science，2019, (with Chi Gong, and Xin Yan）

8. Do Investors choose trade-size according to liquidity, empirical evidence from the S&P 500 index future market, Finance Research Letters, 2019，(with Xin Yan and Zhiming Fu).

9. Labor Supply, income distribution, and tax progressivity in a search model，The B.E. Journal of Macroeconomics，2019，(with Zhiming Fu and Ziguan Zhuang）.

10. Positive Return–Volatility Correlation and Short Sale Constraints: Evidence from the Chinese Market. Asia pacific Journal of Financial Studies，2018，(with Hong Luo, and Zhiming Fu）.

11. On the scale free laws of urban facilities，Physics Letters A，2016，(Yang Li, and Xuezheng Chen）

12. Scaling properties of urban facilities，Physical Review E，2014，(with Xin Yan, and Jiang Du）.

13. Liquidity Crisis and China's Stock Market Crash，Statistical Research，2017.

14. Short Sale and Borrowing Constraints,Limited Participation and Skewness of Return on Assets: A Theoretical and Empirical Analysis，Statistical Research，2016.

TEACHING

Financial Engineering, Data analysis and statistical software, Financial Derivatives