Research
Sustainable Finance
Common Ownership and Corporate Carbon Emissions (with J. Wen and J. Zhang)
Decrypting the Financial and Ecological Real Effects of Biodiversity Conservation (with L. Chen and Y. Zhang)
Truth or Dare? Mutual Fund ESG Risk Disclosure (with Y. Zhang)
Dissecting Carbon Risk: An Asset Pricing Perspective on Climate Policy (with Y. Zhang)
Financial Markets
Mutual Fund Trust: Evidence from Fund Qualitative Disclosure (with G. Cespa and A. Keswani)
Financial Technology
Deep functional factor models: forecasting high-dimensional functional time series via Bayesian nonparametric Factorization, Proceedings of the 41st International Conference on Machine Learning (ICML), PMLR 235:31709-31727, 2024. (with Liu, Y., Qiao, X., Pei, Y.)
EEGNN: Edge enhanced graph neural networks with a Bayesian nonparametric graph model, the 26th International Conference on Artificial Intelligence and Statistics, PMLR, 206, 2132-2146, 2023. (with Liu, Y., Qiao, X., and Lam, J.)
Comprehensive Analysis of Pricing Climate Risk: A United Textual Approach (with Z. Tan and Y. Zhang)
Information Diffusion and Volatility Spillover: Evidence from High-Frequency News (with M. Cucuringu, C. Zhang)