I am a PhD student in Finance at the UBC Sauder School of Business. My research is in asset pricing, both empirical and theoretical, with a focus on the links between financial markets and the macroeconomy, and I use modern machine-learning methods in my research. Before the PhD, I completed an M.Sc. in Finance at UBC Sauder, worked as a quantitative researcher on high-frequency and alpha strategies in the Chinese stock market, and earned a B.Econ. from the University of Science and Technology of China (USTC). CV

Research

The Wisdom of the Crowd or the Wisdom of Insiders? Insider Trading on Prediction Markets
SSRN

Trackers

• Finance JMP Tracker: what data finance job market papers use and which topics they cover.
• Finance Paper Tracker: every research paper in the top three finance journals since 2000, with links to replication packages and online appendices.
• Economics Paper Tracker: every research paper in the top five economics journals since 2000, with links to replication packages and online appendices.

Public Goods

I keep a list of lecture notes and courses, mostly PhD-level, in finance, economics and computer science that have helped me: Public Goods. All credit goes to the original authors.