Contact information

Tel:

Email:

Address: Tsinghua Shenzhen International Graduate School Xin Xi Building #6 and Shenzhen Futian district Tsinghua School of Economics and Management Shen Ye Shang Cheng B, 513

Office Hours:

  • 个人简历
  • 教学
  • 研究领域
  • 研究成果
  • 奖励荣誉
  • Biography

    Education

    2009.9-2015.6: Columbia University, New York, PhD in Economics (Defense committee: Patrick Bolton, Ailsa Röell, José Scheinkman, Dan J. Wang, Tri Vi Dang)

    2009.9-2012.10: Columbia University, New York, Master of Philosophy (M.Phil.) in Economics

    2009.9-2011.10: Columbia University, New York, Master of Arts (M.A.) in Economics

    2005.9-2009.7: Bachelor of Economics, Tsinghua University, Beijing

    2002.9-2005.7: National Science Experimental Class, Ministry of Education of China

    Prior Employment

    2015.7-2023.6: School of Business, University of Hong Kong, Assistant Professor

    2014.1-2014.5: State University of New York, Adjunct Professor


    Professional Experience

    2023-2024Seminars on Advanced Topics in Finance, master, Tsinghua University

    2023-2024Research on Frontier Issues in Finance, master, Tsinghua University

    2023-2024Cryptography and Network Security, master, Tsinghua University

    2017-2022Advanced Financial Programming and Databases, master, HKU


    Additional Positions

    Opening

    Personal Webpage

    Download CV

  • Current Courses

    2023-2024Seminars on Advanced Topics in Finance, master, Tsinghua University

    2023-2024Research on Frontier Issues in Finance, master, Tsinghua University

    2023-2024Cryptography and Network Security, master, Tsinghua University

    2017-2022Advanced Financial Programming and Databases, master, HKU

    2017-2022Financial Programming and Databases, undergrad, HKU

    2016-2022Corporate Finance, undergrad, HKU

    2014Money and Banking, master and undergrad, State University of New York

    2014Financial Management, master and undergrad, State University of New York

    2010Microeconomics, master, Columbia University (TA)

    2010-2015Corporate Finance, master and undergrad, Columbia University (TA)

    2011Statistics of Sustainability Management, master, Columbia University (TA)

    2011-2012Principles of Economics, undergrad, Columbia University (TA)

    2008Principles of Economics, undergrad, Tsinghua University (TA)


    Master’s & Ph.D. Advising

  • Research Interests

    Economics: applied micro, international, environmental, political, law

    Finance: foreign exchange, corporate investment and cash management, bank M&As, international

    Methodology: network analysis, machine learning, reinforcement learning, NLP


    Projects

    Research Output

  • Selected Publications

    Foreign Exchange:

     

    1. “Technical Trading: Is it still Beating the Foreign Exchange Market?” (with Po-Hsuan Hsu and Mark P. Taylor)Journal of International EconomicsVol. 102September 2016pp. 188-208.

     

    2. “The Real Effects of Exchange Rate Risk on Corporate Investment: International Evidence” (with Mark P. Taylor and Qi Xu)Journal of International Money and FinanceOctober 2021Vol. 117.

    Media Coverage: Mingpao Daily (FinanceEducation)Hong Kong Commercial Daily

     

    3. “Currency Volatility and Global Technological Innovation” (with Po-Hsuan HsuMark P. Taylor and Qi Xu)Journal of International EconomicsJuly 2022Volume 137.

     

    4. “Media Sentiment and Currency Reversals” (with Ilias Filippou and Mark P. Taylor)

    Forthcoming at Journal of Financial and Quantitative Analysis

     

    Corporate Finance:

     

    5. “Corporate Political Connections and Favorable Environmental Regulatory Enforcement” (with Amanda Heitz and Youan Wang)Management ScienceMarch 2021.

     

    6. “Real Effects of Share Repurchases Legalization on Corporate Behaviors” (with Qie Yin and Luping Yu)Journal of Financial EconomicsVol. 140(1)April 2021pp. 197-219.

    Reprint: Harvard Law School Program on Corporate Governance

     

    7. “The Role of Financial Constraints in Firm Investment under Pollution Abatement Regulation” (with Tri Vi Dang and Youan Wang)Journal of Corporate FinanceOctober 2022Vol. 76.

     

    8. “Do Share Repurchases Facilitate Movement Towards Target Capital Structure? International Evidence” (with Qie Yin and Luping Yu)

    Conditionally Accepted at Journal of Empirical Finance

     

    Banking:

     

    9. “Bank Networks and Acquisitions” (with Ross Levine and Chen Lin)Management ScienceVol. 66(11)November 2020pp. 5216-5241.

    Media Coverage: Vox EU,香港大学 Bulletin

     

    10. “Estimation and Inference of Treatment Effects with L2-Boosting in High-Dimensional Settings” (with Jannis KueckYe Luo and Martin Spindler)Journal of EconometricsJune 2023Volume 234Issue 2.

     

    Book Chapter

     

    An Overview of Corporate Governance, Policies and Public Listing of Chinese State-owned Enterprises Reform, in “Corporate Governance and Corporate Social Responsibility: Emerging Markets Focus”, July 2014, edited by S. Boubaker and D.K Nguyen. World Scientific Publishing

     


    Books

    Patents

    Others

  • Awards and Honors