Which Proxy: Capturing Lottery Preference through Aggregation with Lei Jiang, Quan Wen, & Guofu Zhou, Revise and Resubmit at Financial Management. presented at Central University of Finance and Economics, Emory University, Gothenburg University, Lund University, Peking University, San Francisco State University, Shanghai Tech University, Tongji University, University of Illinois at Urbana-Champaign, University of International Business and Economics, Xiamen University, Tsinghua University, the 2017 China Finance Review International Conference, China Finance Association Annual Conference, and Frontiers of Factor Investing Conference.
Intra-Industry and Inter-Industry Anomalies with Lei Gao, Yufeng Han, & Guofu Zhou presented at University of International Business and Economics, Fudan University, Shandong University, Xi'an Jiaotong-Liverpool University, China Finance Review International Conference 2018, and Southern Finance Association Meeting 2019.
Ridge Latent Factors and Bayesian Stochastic Discount Factors with Esfandiar Maasoumi & Yuanqi Yang presented at University of Nottingham Ningbo China, University of Science and Technology of China, China Finance Engineering Annual Conference 2023, International Symposium on Advances in Panel Data and Time Series Econometrics in Honor of Professor Cheng Hsiao 2023, and CFRI&CIRF Joint Conference 2023.
A Lottery Factor: Using Cross-Section Regression with Lei Jiang & Guofu Zhou
Fama-MacBeth Regression with Asset Pricing Restriction with Yuanqi Yang & Guofu Zhou
Crude Oil Price Prediction: A Nonparametric Approach presented at Emory University, Tongji University, Australasian Finance and Banking Conference 2013, Southwestern Finance Association Conference 2014, Eastern Finance Association Meeting 2014, and 7th International IFABS Conference 2015.