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Publications

  • Global Disaster Risk Matters (with Jian Chen, Qunzi Zhang, and Xiaoneng Zhu), Management Science, 2023

  • Investor Attention and Stock Returns (with Jian Chen, Guohao Tang, and Guofu Zhou), Journal of Financial and Quantitative Analysis, 2022

  • Cash-Flow Sensitivities and the Allocation of Internal Cash Flow (with Xin Chang, Sudipto Dasgupta, and George Wong), Review of Financial Studies, 2014

  • Artificial Intelligence Improves Firm Productivity: The Perspective of Labor Skill Structure Adjustment (with Kunpeng Zhang, Lipeng Guo, and Xu Feng), Management World (In Chinese), 管理世界, 2024

  • Extraction of Implied Information from Options and Its Impact on the Stock Market: A Machine Learning Perspective (with Jian Chen and Guohao Tang), China Journal of Econometrics (In Chinese), 计量经济学报, 2024

  • Employee Sentiment and Stock Returns (with Jian Chen, Guohao Tang, and Guofu Zhou), Journal of Economic Dynamics and Control, 2023

  • Tone, Sentiment and Market Impacts: The Construction of Chinese Sentiment Dictionary in Finance (with Xu Feng, Zanjun Wang, Rongrong Ji, and Wei Zhang), Journal of Management Sciences in China (In Chinese), 管理科学学报, 2021 (constructing two Chinese sentiment dictionaries for formal and informal texts in Finance respectively) [Paper][Dictionaries]

  • Text Mining in Financial Big Data and Its Research Progress (with Kunpeng Zhang and Ping Luo), Economic Perspectives (In Chinese), 经济学动态, 2020 (a comprehensive survey on Chinese textual data) [Paper and Online Appendix]

  • Stakeholder Orientation and Corporate Payout Policy: Insights from State Legal Shocks (with Xiaoran Ni and Wei Song), Journal of Banking and Finance, 2020

  • Cracking Tabular Presentation Diversity for Automatic Cross-Checking over Numerical Facts (with Hongwei Li, Qingping Yang, Yixuan Cao, and Ping Luo), KDD 2020 (Top conference in computer science, a paper on deep learning with application in financial reporting)

  • The World Predictive Power of U.S. Equity Market Skewness Risk (with Jian Chen, Fuwei Jiang, and Shuyu Xue), Journal of International Money and Finance, 2019

  • Towards Automatic Numerical Cross-Checking: Extracting Formulas from Text (with Yixuan Cao, Hongwei Li, and Ping Luo), WWW 2018 (Top conference in computer science, a paper on deep learning with application in financial reporting)

  • The Information Role of Advisors in Mergers and Acquisitions: Evidence from Acquirers Hiring Targets’ Ex-advisors (with Xin Chang, Chander Shekhar, and Lewis Tam), Journal of Banking and Finance, 2016

  • Industry Expertise, Information Leakage, and the Choice of M&A Advisors (with Xin Chang, Chander Shekhar, and Lewis Tam), Journal of Business Finance & Accounting, 2016

Presentations & Discussions (Selected)

  • 2023   The 3rd Annual Bay Area Financial Technology University Forum

Harbin Institute of Technology (Shenzhen)

The Conference on Financial Systems Engineering and Risk Management
The 4th Annual Financial Econometrics and Risk Management Subdivision Academic Conference
The 5th Symposium on Internet and Digital Economy
Summer School of Economics, University of Chinese Academy of Sciences
Chinese Economic Association (UK/Europe) Conference

China Finance Scholar Forum

Malan Accounting Forum

Youth Forum of China Banking and Corporate Finance

Symposium on the Theory and Application of Big Data Econometrics

Paula and Gregory Chow Lecture Series Young Scholars Forum

  • 2022  Annual Conference in Digital Economics

CSIAM FinTech and Algorithm Conference
Conference on Financial Systems Engineering and Risk Management
Greater China Area Finance Conference
Symposium on Internet and Digital Economy

IJFE Symposium on Research Frontier in Finance

The 10th China Conference on Investment
South China University of Technology
Wuhan University
Jinan University
East China Normal University

  • 2021  Asian Finance Association Annual Meeting (4 papers)

China Financial Research Conference (CFRC)
China International Risk Forum
Management World Workshop 
Conference on Big Data, AI, and FinTech
Chinese Finance Annual Meeting (2 papers)
The 1st Workshop on Audit and Modernization of National Governance System
Lingnan Economic Workshop Hosted by Guangdong Economic Society

China University of Petroleum
Hunan University
Central South University
Guangdong University of Foreign Studies
Sun Yat-sen University
East China Normal University
Shanghai Jiaotong University

  • 2020   Lingnan Workshop on Accounting and Finance

Management World Workshop
Chinese Finance Annual Meeting (4 papers) 
Conference on Financial Systems Engineering and Risk Management (3 papers)
Huazhong University of Science and Technology
Guangdong University of Finance & Economics

  • 2019   Symposium on the Application of Big Data in Economics (Keynote Speech)

China Industrial Economics Workshop
China Annual Conference of FinTech

  • 2018   China International Conference in Finance (CICF)

CJAR Conference

  • 2017   China International Conference in Finance (CICF)

  • 2016   China International Conference in Finance (CICF)

China Financial Research Conference (CFRC)
Greater China Area Finance Conference

  • 2015   China International Conference in Finance (CICF)

IFABS 2015 Conference

Asian Finance Association Annual Meeting

  • 2014   China Meeting of Econometric Society

  • 2013   The Forum for PhD Students in Quantitative Economics

Sun Yat-sen University

Central University of Finance and Economics

Zhongnan University of Economics and Law

  • 2011   24th Australasian Finance & Banking Conference

Asian Finance Association Annual Meeting

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