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Assistant Professor, Business 503-352-1462 UC Box: A120 Office: Berglund 266 |
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Education PhD in Financial Economics, University of Delaware in 2011 MS in Western Economics, Jinan University in 2007 BS in Electrical and Information Engineering, South China University of Technology in 2004 |
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Office Hours MWF 10:30-11:30 & 1:00-3:00 or by appt ______________________________________________________________________________________ Areas of Research & Specialization Financial asset pricing; financial market; financial mathematics Research activities
Conference Presentation Frequency, Cointegration, and Risk Hedging. Global Business & International Management Conference, Portland, August 3, 2012 Research paper Frequency and Cointegration Test: Comovement in the Currency Market, with Xiaomin Guo, Global Business & International Management Conference Journal 5(2), 2012 Does Delaware Effect Disappear? Empirical Evidence on Firm Values and Investment Performances, with Xiaomin Guo, Global Business & International Management Conference Journal 5(2), 2012 Global Financial Market Vulnerability and Impacts of Equity, Oil, and Interest Rate, with Xiaomin Guo , Journal of international Management Studies, forthcoming (2012) Inefficiency in Academia Publishing and Why It Was Not Improved: A Dynamic Equilibrium Model, forthcoming (2011) Health Care Industry Equity Risk Premium and Book-to-Market Anomaly, with Xiaomin Guo, forthcoming (2011) The Impact Cycle of Historical Information in Global Financial Market Indexes, with William Latham & Helen Bowers, forthcoming (2011) International Financial Markets Contagion: Determinants and Consequences (working paper, 2010) Financial Market Trading Strategy Contagion and Herding Behavior (working paper, 2008-2010) A Revised Econometric Model for Small Regions: Delaware in 1990-2008, with Kenneth Lewis and William Latham, (working paper, 2009) Impact of the University of Delaware on DE, NJ, MD, and PA (working paper, 2009-2010) China’s Sustainable Trade Development Assessment and Early Warning System, with Linhai Mei, The Ritsumeikan Economics Review, 56(2): 245-257, Japan, (2007); Internal Trade and Labor Cost Advantage Maintaining Path (working paper, 2006) Personal Affiliations Member, Honor Society of Economics, Omicron Delta Epsilon (2011) Member, American Finance Association (2011) Candidate, Chartered Financial Analyst Institute Honor & Awards Story Dondero Award, Pacific University (2012) Excellent Teaching Award, NewOriental Education Group (NYSE: EDU) Course Information BA 105 Finance for Daily Decisions BA 305 Business Finance BA 352 Investments BA 452 Global Finance
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