基本信息
浏览量:13
职业迁徙
个人简介
ACADEMIC POSITIONS
Texas A&M University, Mays Business School
Associate Professor of Finance (with tenure), 2014朠resent
Republic Bank Research Fellow, 2012朠resent
Assistant Professor of Finance, 20122014
Virginia Tech, Pamplin College of Business
Assistant Professor of Finance, 2007-2012
EDUCATION
Ph.D. in Finance (2007), Boston College, Wallace E. Carroll School of Management
Dissertation: Two Essays on Hedge Funds
Committee: Wayne Ferson (Chair), Jeffrey Pontiff, David Chapman, Richard Evans
Ph.D. Program in Economics, Emory University, Atlanta, GA 2000-2001
M.A. in International Economics (2001), Nankai University, China
B.A. in International Economics (1998), Nankai University, China
RESEARCH INTERESTS
Investments; Hedge Funds and Mutual Funds; Investment Performance Evaluation
HONORS AND AWARDS
Finalist for Best Paper Award in Asset Pricing at the SFS Finance Cavalcade, 2015
Best Paper Award at the First International Conference on Finance and Banking, Bali, Indonesia, 2013
Republic Bank Research Fellow, Mays Business School, Texas A&M University, 2012-Present
Junior Faculty Award for Excellence in Research, Pamplin College of Business, Virginia Tech, 2011
Gutmann Research Fellow, Vienna University of Economics and Business, 2011
Research Grant Award from the BNP Paribas Hedge Fund Centre at Singapore Management University, 2011
Research Grant Award from the Institute for Quantitative Research in Finance (Q-Group), 2010
Research Grant Award from the BNP Paribas Hedge Fund Centre at Singapore Management University, 2009
Financial Management Association Doctoral Student Consortium, 2005, 2006
Outstanding Doctoral Student Paper Award, Southwestern Finance Association Meetings, 2005
Research Grant Award from the Foundation for Managed Derivatives Research (FMDR), 2004
Graduate Fellowship, Carroll School of Management, Boston College, 2001-2007
Graduate Fellowship, Emory University, 2000-2001
Merit-based Scholarships of Nankai University, 1994-2000
Merit-based Waiver of the Chinese National College Entrance Exam, 1994
PUBLICATIONS
"The Behavior of Investor Flows in Corporate Bond Mutual Funds," with Nan Qin, 2015, Management Science, forthcoming.
"Can Hedge Funds Time Market Liquidity?" with Charles Cao, Bing Liang, and Andrew Lo, 2013, Journal of Financial Economics 109, 493-516.
- Research Grant Award from the Q-Group
- Research Grant Award from the BNP Paribas Hedge Fund Centre at Singapore Management University
"Derivatives Use and Risk Taking: Evidence from the Hedge Fund Industry," 2011, Journal of Financial and Quantitative Analysis 46, 1073-1106.
"Measuring the Timing Ability and Performance of Bond Mutual Funds," with Wayne Ferson and Helen Peters, 2010, Journal of Financial Economics 98, 72-89.
"Do Market Timing Hedge Funds Time the Market?" with Bing Liang, 2007, Journal of Financial and Quantitative Analysis 42, 827-856.
- Summarized in The CFA Digest 38-2, May 2008.
"Timing Ability in the Focus Market of Hedge Funds," 2007, Journal of Investment Management 5, 66-98.
- Summarized in The CFA Digest 38-1, February 2008.
- Invited for a Special Issue on Hedge Funds in the JOIM.
- Received Outstanding Doctoral Student Paper Award at SWFA, 2005
- Research Grant Award from the Foundation for Managed Derivatives Research
研究兴趣
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SSRN Electronic Journal (2024)
crossref(2024)
JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICSno. 1 (2024): 585-608
SSRN Electronic Journal (2023)
Social Science Research Network (2023)
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Yong Chen, Ruizi Hu
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICSno. 6 (2023): 1373-1394
SSRN Electronic Journal (2022)
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Economics of Tourism and Hospitalitypp.178-202, (2021)
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