Faculty Members
 



  Full CV

Ph.D., Finance, Anderson School of Management, UCLA, 2003

M.S., Economics, Hong Kong University of Science and Technology, 1998

B.S., Electrical Engineering, University of Wisconsin - Madison, 1995

Academic Positions Held

Current Appointment:

Assistant Professor, Singapore Management University (2003 – Present)

Honors & Awards

UCLA Graduate Fellowship (1998-2002)

IMF Graduate Scholarship (1998)

HKUST Graduate Fellowship (1996-1998)

Courses Taught in SMU

Finance

Current Projects

“ Corporate Control and Seasoned Equity Offerings ,” (with Gary L. Caton, Jeremy Goh , and Sheng-Yung Yang)

“Investor Non-d iversifi ed Positions and Stock Returns,” (with Jeremy Goh and Joe Zhang)

“Return Predictability when Forecast Revisions diverge from Stock Price Performance,” (with Jeremy Goh, Joe Zhang, and Avanidhar Subrahmanyam)

“Trading Activity and Stock Returns surrounding IPO Lockup Expirations,” (with Chiraphol New Chiyachantana and Jeremy Goh)

"“Persistent Liquidity and Expected Stock Returns,” (with Avanidhar Subrahmanyam)

"Order Imbalance, Momentum, and Volatility,” (with Avanidhar Subrahmanyam and Jeremy Goh)

“A Cross-sectional Analysis of Liquidity Co-movements”

Selected Book, Journal & Other Publications

“Market Segmentation, Liquidity Spillover, and Closed-end Country Fund Discounts,” (with Ravi Jain and Yihong Xia, forthcoming at the Journal of Financial Markets )

“A Tale of Two Prices: Liquidity and Asset Prices in Multiple Markets,” (with Dong Hong and Marti G Subrahmanyam , forthcoming at the Journal of Banking and Finance)

 


Last updated on 21 July, 2008 by Lee Kong Chian School of Business.