Selected Publications
Learning Before Testing: A Selective Nonparametric Test for Conditional Moment Restrictions (with J. Li and Z. Liao), Review of Economics and Statistics, forthcoming.
A General Test for Functional Inequalities (with J. Li and Z. Liao), Journal of Econometrics, September 2025, Volume 251, 106063.
Machine Learning in the Chinese Stock Market, (with M. Leippold and Q. Wang), Journal of Financial Economics, August 2022, Volume 145, Page 64-82.
Regional Poverty Alleviation Partnership and E-commerce Trade (with Z. Zhong, L. Li, and P. Li), Marketing Science, forthcoming.
Uniform Nonparametric Inference with Spatially Dependent Panel Data (with J. Li and Z. Liao), Journal of Business & Economic Statistics, April 2024, Volume 42, Page 654-664.
Common Investor Coverage and Excess Comovement: Evidence from Seeking Alpha, (with H. Zhang, H. Zhou, Y. Long, and A. Zaramba), International Review of Economics and Finance, November 2024, Volume 96, 103693.
Green Bond Credit Spreads and Bank Loans in China (with C. Wang, C. Wang, H. Long, and A. Zaramba), International Review of Financial Analysis, July 2024, Volume 94, 103300.
The Revealing the Driving Factors and Mobility Patterns of Bike-sharing Commuting Demands for Integrated Public Transport System (with B. Zhu, S. Hu, I. Kaparias, W. Ochieng, and D. Lee), Sustainable Cities and Society, May 2024, Volume 104, 105323.
Stock Returns under the Shadow of the Covid-19 Pandemic: Evidence from China, (with Y. Zhou, H. Long, and A. Zaramba), Journal of Behaviroal and Experimental Finance, June 2024, Volume 42, 100923.
The Impacts of Superstition on Risk Preferences and Beliefs: Evidence from the Chinese Zodiac Year (with X. Zhang and N. Wu), China Economic Review, October 2023, Volume 81, 102043.
Uniform Nonparametric Inference with Spatially Dependent Panel Data: The xtsreg Command, (with J. Li and Z. Liao), The Stata Journal, April 2023, Volume 23, Issue 1.
Conditional Evaluation of Predictive Models: The cspa Command, (with J. Li, R. Quaedvlieg, and Z. Liao), The Stata Journal, January 2023, Volume 22, Issue 4.
A Social Interaction Model with Both In-group and Out-group Effects, Applied Economics Letters, 2023, Volume 30, Issue 5.
Macroeconomics Matter: Leading Economic Indicators and the Cross-Section of Global Stock Returns, (with H. Long, A. Zaremba, and E. Bouri), Journal of Financial Markets, November 2022, Volume 61, 100736.
Real Estate Climate Index and Aggregate Stock Returns: Evidence from China, (with Y. Jiang, T. Fu, H. Long, and A. Zaramba), Pacific-Basin Finance Journal, October 2022, Volume 75, 101841.
Is Tail Risk Priced in the Cross-Section of Chinese Mutual Fund Returns? (with Y. Long, Y. Long, H. Long, and A. Zaramba), Finance Research Letters, December 2022, Volume 50, 103298.
A Network Social Interaction Model with Heterogenous Links, Economics Letters, July 2019, Volume 180, Page 50-53.
数字金融发展与老年人群金融风险资产投资，合作者：周榆钧、潘士远，《财经论丛》，2024(10)：26-36。
长三角城市群数字经济与制造业高质量发展耦合协调时空演化及影响因素，合作者：颜平、王瑞荣、金湖江，《经济地理》，2024，44（07）：87-95。
空气污染如何影响线上消费？——来自淘系电商平台的证据，合作者：袁哲、周默涵、李劼巍，《数量经济技术经济研究》，2025，42（01）：178-199。
Selected Working Papers
Testing for the Mean-Variance Minimum Spanning Set (with Z. Liao and B. Wang).
Traditional Culture, Trading Behavior, and Asset Pricing (with Y. Wang, Z. Wang, and J. Wang).
Superstition and Labor Supply: Evidence from the Gig Economy (with Y. Jia and Y. Zhao).
High-frequency Machine Learning in the Chinese Stock Market (with Q. Wang and Y. Wang).