北京大学金融学教授
北京大学汇丰商学院院长助理
1. 国家自然科学基金优秀青年科学基金项目(海外), 主持人, 2021-2024 年
2. 新引进高端人才财政补助科研启动经费, 主持人, 2021-2023 年
3. 香港研究资助局优配研究基金(GRF 16506020), 主持人, 2021-2023 年
4. 香港研究资助局优配研究基金(GRF 16501619), 主要参与人, 2020-2022年
5. 香港研究资助局优配研究基金(GRF 16504618), 主持人, 2019-2021 年
6. 香港研究资助局优配研究基金(GRF 16502617), 主持人, 2018-2020 年
7. 香港研究资助局青年研究基金(ECS 26503316), 主持人, 2017-2019 年
8. 香港科技大学新兴市场研究所研究基金, 主持人, 2018-2021 年
发表论文：
Intermediary-Based Equity Term Structure, with Chenjie Xu, Journal of Financial Economics, accepted, 2023
Learning about the Consumption Risk Exposure of Firms, with Yongjin Kim and Lars-Alexander Kuehn, Journal of Financial Economics, accepted, 2023
Financial Constraint, Cash Flow Timing Patterns and Asset Prices, with Weiping Hu and Xiao Zhang, Journal of Financial Economics, accepted, 2023
The Pollution Premium, with Po-Hsuan Hsu and Chi-Yang Tsou Journal of Finance, Volume 78, Issue 3, June 2023
Learning and the Capital Age Premium, with Chi-Yang Tsou and Chenjie Xu, Journal of Monetary Economics, Volume 136, May 2023
Leasing as a Mitigation of Financial Accelerator Effects, with Jun Yu, Review of Finance, online published, 2023
Leased Capital and the Investment-q Relation, with Linqing You, Journal of Corporate Finance, Volume 80, June 2023
Leasing and the Allocation Efficiency of Finance, with Weiwei Hu and Yiming Xu, Journal of Empirical Finance, online published, 2023
Asset Pricing with a Financial Sector, with Chenjie Xu, Financial Management, Volume 52, Issue 1, Spring 2023
Regime Shifts in a Long-run Risks Model of Stock and Treasury Bond Markets, with Chenjie Xu, China Finance Review International, Leading Article (Editor's Choice), Volume 12, No. 4, October 2022
The Collateralizability Premium, with Hengjie Ai, Jun Li and Christian Schlag, Review of Financial Studies, Volume 33, Issue 12, Pages 5821-5855, December 2020
Financial Intermediation and Capital Reallocation, with Hengjie Ai and Fang Yang, Journal of Financial Economics, Volume 138, Issue 3, Pages 663-686, December 2020
News Shocks and Production-Based Term Structure of Equity Returns, with Hengjie Ai, Mariano M. Croce, and Anthony M. Diercks, Review of Financial Studies, Leading Article (Editor's Choice), Volume 31, Issue 7, 2018
Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital, with Hengjie Ai and Mariano M. Croce, Review of Financial Studies, Volume 26, Issue 2, 2013
Transitional Notional Defined Contribution Scheme: A New Option of China's Social Security Pension Reform, with Gang Yi, Comparative Studies (in Chinese), No. 29, March 2007
