Education
- Ph.D., Finance, Arizona State University, 2003
- B.S., Mathematics (with highest honors), Tianjin University
Publications
- “Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole” (with John M. Griffin and J. Spencer Martin), Journal of Finance 58, 2515-2547, December 2003.
- “Global Momentum Strategies: A Portfolio Perspective” (with John M. Griffin and J. Spencer Martin), Journal of Portfolio Management 31, 23-39, December 2005.
- “Industry Momentum at the End of the 20th Century” (with Christos I.Giannikos), International Journal of Business and Economics 6, 29-46, April 2007.
- “Is It Under- or Over-reaction? An Empirical Investigation,” Asia-Pacific Journal of Financial Studies 37, 185-216, April 2008 (lead article, Best Paper Award).
- “Understanding the Turn-of-the-Year Effect,” Journal of International Management Studies 3, 37-40, August 2008.
- “Is Price Limit Effective?” Journal of Global Business Management 4, 1-4, October 2008 (lead article).
- “The Profitability, Seasonality, and Source of Industry Momentum” (with Christos I.Giannikos), Applied Financial Economics 20, 1337-1349, September 2010.
- “Institutions and Momentum,” International Journal of the Academic Business World, forthcoming.
- “Momentum Profitability: The Pre-CRSP Evidence,” Applied Economics Letters, forthcoming.
Honors
- Finalist, University Excellence Awards, GSU
- Outstanding Scholarship Award, CBPA, GSU
- University Research Grant, GSU
- Dean's List of Teaching Excellence, Baruch College
- PSC-CUNY Research Award
- Faculty Recognition Award for Scholarly and Creative Achievements, Baruch College
- University Fellowship, FSU
- Municipal Award for Distinguished Students in Science and Engineering, Tianjin
Presentations
Conferences (a truncated list): - American Finance Association
- European Finance Association*
- Financial Management Association
- China International Conference in Finance
Universities (a truncated list): - Columbia University*
- The Ohio State University*
- University of Oregon
- Georgia Tech
(*: by co-author)
Research
- Interests: Empirical Asset Pricing, International Finance, Behavioral Finance
- Statistics: About 400 citations on Google Scholar
- Top 4% on Social Science Research Network based on total download
Service
- Board of Trustee Finance and Budget Committee
- Co-Chair, Curriculum Management Committee, CBPA
- Consultation, Assurance of Learning Committee, CBPA
- Strategic Management Committee, CBPA
- University Graduate Council
- Accounting, Economics, and Finance Recruiting Committee
- Research Review Committee, CBPA
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