Education Background:
PhD in Economics and Finance, Bocconi University, Italy, 2022
MS in Finance, Peking University, China, 2017
BS in Physics, Nanjing University, China, 2013
Research Interest:
Financial economics, Macro-finance, Climate finance
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Working Papers：
The Spillover of Corporate ES on Bank Loan Cost (with Danmo Lin and Siti Farida)
R&R at Management Science
International Climate News Shock (with Max Croce, Riccardo Colacito, and Maria Arteaga)
R&R at Review of Financial Studies
Information Choice and Price Efficiency: A Tale of Two Uncertainties (with Harrison Ham, Zhongjin Lu, Renxuan Wang, and Katherine Wood)
Generalized Black-Scholes Option Pricing and Investor Sentiment (with Kwangwon Ahn and Mminhyuk Jeong)
Explaining Green Returns in a Production Economy
Green Investing, Information Asymmetry, and Capital Structure (with Shasha Li)
Publication:
A Quantum Model for the Overpriced Put Puzzle (with K. Ahn, M. Jeong, X. Zhang, T. Park), Financial Innovation, 2025, Accepted.
Market Efficiency of Cryptocurrency: Evidence from the Bitcoin Market (with K. Ahn, M. Jeong, S. Sohn, E. Yi), Scientific Reports, 2023
Stock Market Uncertainty and Economic Fundamentals: an Entropy-Based Approach (with K. Ahn, D. Lee, S. Sohn), Quantitative Finance, 2019
Academic Writing, Guidance and Ethics
Research Methods and Academic Writing
Empirical Asset Pricing
