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Research Interests:

    Executive Compensation, Banking, Asset Pricing, Risk Management

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Publications:

  • “A Novel Downside Risk Measure and Expected Returns”, International Review of Financial Analysis,  (2022), 102455

  • “Effect of COVID-19 on non-performing loans in China” with Lawrence Kryzanowski and Jie Zhang. Finance Research Letters, (2022), 103372

  • “Economic policy uncertainty and the cost of capital” with Hong Wang, International Review of Financial Analysis, (2022), 81, 102070

  • “A New Tail-Based Correlation Measure and Its Application in Global Equity Markets”, Journal of Financial Econometrics, (2021) nbab026

  • “Should the CEO Pay Ratio Be Regulated?” with Deniz Anginer, Cindy A. Schipani, and NejatSeyhun, Journal of Corporation Law, (2019), 45, 471

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Working Papers:

  • “Relative Performance Evaluation and Contagion in Financial Reporting Quality” with Deniz Anginer, Paul Irvine, and Çelim Yildizhan (R & R with Journal of Accounting Research)

  • “Does Supply Chain Finance Curb SMEs’ Financial Constraints? The Contingent Impact of Financial Development Depth and Economic Policy Uncertainty” with Hong Wang and Zhexiong Tao (Under review)

  • “The February anomaly in China: The Case of Chinese New Year”

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Works in Progress:​

  • “Bank Capital Regulation, Efficiency and Competition in the Latin America Region” with Robert J. Cull and Davide S. Mare

  • “Relative Performance Evaluation and Systemic Risk” with Deniz Anginer

  • “Board Expertise and the Adoption of Relative Performance Evaluation” with Deniz Anginer

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CONFERENCE & SEMINAR PRESENTATIONS:​

  • Financial Management Association Annual Meeting, Chicago, IL, October 2023 (Presented by co-author)

  • International Conference on Empirical Economics, Altoona, PA, August 2023

  • China International Conference in Finance, Shanghai, China, July 2022

  • IEF China’s Economic and Financial Development Conference, December 2021

  • Western New England University, Springfield, CT, February 2020

  • King’s University College, London, Canada, February 2020

  • The World Bank, Washington DC, October 2019

  • Fannie Mae, Washington DC, October 2018

  • American Economic Association (AEA) Annual Meeting (poster), Chicago, IL, January 2017

  • Financial Management Association (FMA) Annual Meeting, Las Vegas, NV, October 2016

  • Northern Finance Association (NFA) Annual Meeting (PhD session), Mont-Tremblant, QC, September 2016

  • 50th Annual Conference of the Canadian Economics Association (CEA), Ottawa, ON, June 2016

  • 12th Centre Interuniversitaire de Recherche en Economie Quantitative (CIREQ) PhD Students’ Conference, Montreal, QC, May 2016

  • CIREQ Seminar, McGill University, Montreal, QC, November 2015

  • 49th Annual Conference of the Canadian Economics Association (CEA), Toronto, ON, May 2015

  • 11th CIREQ PhD Students’ Conference, Montreal, QC, May 2015

  • Eastern Finance Association Annual Meeting, New Orleans, LA, April 2015

  • CIREQ Seminar, McGill University, Montreal, QC, April 2014

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