Xi Dong
Assc Professor
Zicklin School of Business
Department: Bert Wasserman Dept Eco & Fin
Areas of expertise:
Email Address: xi.dong@baruch.cuny.edu
> View CV- Biography
- Teaching
- Research and Creative Activity
- Grants
- Honors and Awards
- Service
Education
Ph.D., Finance, Boston College
M.A., Economics, Ohio State University
B.Eng, Engineering, Southeast University
| Semester | Course Prefix | Course Number | Course Name |
|---|---|---|---|
| Spring 2024 | FIN | 9783 | Investment Analysis |
| Spring 2024 | BUS | 90000 | Dissertation Supervision |
| Spring 2024 | FIN | 9783 | Investment Analysis |
| Fall 2023 | BUS | 90000 | Dissertation Supervision |
| Spring 2023 | FIN | 9783 | Investment Analysis |
| Spring 2023 | FIN | 3710 | Investment Analysis |
| Spring 2023 | BUS | 90000 | Dissertation Supervision |
| Spring 2023 | FIN | 9783 | Investment Analysis |
| Fall 2022 | BUS | 89500 | Independent Study |
| Fall 2022 | BUS | 90000 | Dissertation Supervision |
| Spring 2022 | FIN | 9783 | Investment Analysis |
| Spring 2022 | BUS | 90000 | Dissertation Supervision |
| Spring 2022 | FIN | 9783 | Investment Analysis |
| Fall 2021 | BUS | 90000 | Dissertation Supervision |
| Fall 2021 | BUS | 89500 | Independent Study |
| Spring 2021 | FIN | 9783 | Investment Analysis |
| Spring 2021 | BUS | 90000 | Dissertation Supervision |
| Spring 2021 | FIN | 9783 | Investment Analysis |
| Fall 2020 | BUS | 89500 | Independent Study |
| Spring 2020 | FIN | 9783 | Investment Analysis |
| Spring 2020 | FIN | 3710 | Investment Analysis |
| Spring 2019 | FIN | 9783 | Investment Analysis |
| Spring 2019 | FIN | 3710 | Investment Analysis |
| Spring 2019 | FIN | 3710 | Investment Analysis |
| Spring 2019 | BUS | 89500 | Independent Study |
| Fall 2018 | BUS | 89500 | Independent Study |
| Spring 2018 | BUS | 89500 | Independent Study |
| Spring 2018 | FIN | 3710 | Investment Analysis |
| Spring 2018 | FIN | 3710 | Investment Analysis |
| Spring 2018 | FIN | 3710 | Investment Analysis |
| Spring 2017 | FIN | 3710 | Investment Analysis |
| Spring 2017 | FIN | 3710 | Investment Analysis |
| Spring 2016 | FIN | 3710 | Investment Analysis |
| Spring 2016 | FIN | 3710 | Investment Analysis |
| Spring 2015 | FIN | 3710 | Investment Analysis |
| Spring 2015 | FIN | 3710 | Investment Analysis |
| Fall 2014 | FIN | 3710 | Investment Analysis |
Journal Articles
(2023). Anomaly Discovery and Arbitrage Trading. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
(2022). Anomalies and the Expected Market Return. JOURNAL OF FINANCE, 77(1). 639-681.
(2020). Media Coverage and the Cost of Debt. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 55(2). 429-471.
(2019). Corporate Social Responsibility Exposure and Performance of Mutual Funds. JOURNAL OF INVESTING, 28(2). 53-65.
(2019). Liquidity Risk and Mutual Fund Performance. Management Science, 65(3). 1020-1041.
(2017). Dynamic autocorrelation of intraday stock returns. FINANCE RESEARCH LETTERS, 20. 274-280.
Equity lender base and limits to arbitrage: Position-level evidence from mutual funds. Revise and Resubmit at Review of Financial Studies,
Fast and Slow Arbitrage: The Predictive Power of Capital Flows for Factor Returns. Revise and Resubmit 2nd Round at Review of Financial Studies,
Does the Media Improve or Hurt Market Efficiency? Evidence from Earnings Announcements, Momentum and 130 Other Anomalies. Revise and Resubmit at Review of Financial Studies,
Presentations
Dong, X., & Yang, Y. Anomalies Never Disappeared: The Case of Stubborn Retail Trading. 2024 American Finance Association Meeting (AFA) (scheduled).
Dong, X., Li, Y., Rapach, D. E., & Zhou, G. (2024, February 25). Anomalies and the Expected Market Return. London Business School.
Dong, X., Li, Y., Rapach, D. E., & Zhou, G. (2024, February 25). Anomalies and the Expected Market Return. University of North Carolina at Charlotte.
Dong, X., Li, Y., Rapach, D. E., & Zhou, G. (2024, February 25). Anomalies and the Expected Market Return. University of Bath.
Dong, X., Li, Y., Rapach, D. E., & Zhou, G. (2024, February 25). Anomalies and the Expected Market Return. Chinese University of Hong Kong.
Dong, X., Li, Y., Rapach, D. E., & Zhou, G. Anomalies and the Expected Market Return. Washington University at Saint Louis.
Dong, X., Li, Y., Rapach, D. E., & Zhou, G. (2024, February 25). Anomalies and the Expected Market Return. Syracuse University.
Dong, X., Liu, Q., Lu, L., Sun, B., & Yan, H. (2024, February 20). Anomaly Discovery and Arbitrage Trading. DePaul University.
Dong, X., Liu, Q., Lu, L., Sun, B., & Yan, H. (2024, February 20). Anomaly Discovery and Arbitrage Trading. Temple University.
Dong, X., Liu, Q., Lu, L., Sun, B., & Yan, H. (2024, February 20). Anomaly Discovery and Arbitrage Trading. University of Toronto.
Dong, X., Liu, Q., Lu, L., Sun, B., & Yan, H. (2024, February 20). Anomaly Discovery and Arbitrage Trading. Yale University.
Dong, X., Liu, Q., Lu, L., Sun, B., & Yan, H. (2024, February 20). Anomaly Discovery and Arbitrage Trading. Johns Hopkins University.
Dong, X., Liu, Q., Lu, L., Sun, B., & Yan, H. (2024, February 20). Anomaly Discovery and Arbitrage Trading. HKUST.
Dong, X., Liu, Q., Lu, L., Sun, B., & Yan, H. (2024, February 20). Anomaly Discovery and Arbitrage Trading. SAIF.
Dong, X., Liu, Q., Lu, L., Sun, B., & Yan, H. (2024, February 20). Anomaly Discovery and Arbitrage Trading. Georgetown University.
Dong, X., Liu, Q., Lu, L., Sun, B., & Yan, H. (2024, February 20). Anomaly Discovery and Arbitrage Trading. Rutgers University.
Dong, X., Liu, Q., Lu, L., Sun, B., & Yan, H. (2024, February 20). Anomaly Discovery and Arbitrage Trading. PBCSF Tsinghua University.
Dong, X., Liu, Q., Lu, L., Sun, B., & Yan, H. (2024, February 20). Anomaly Discovery and Arbitrage Trading. Peking University.
Dong, X., Liu, Q., Lu, L., Sun, B., & Yan, H. (2024, February 20). Anomaly Discovery and Arbitrage Trading. SEM Tsinghua University.
Dong, X., Liu, Q., Lu, L., Sun, B., & Yan, H. (2024, February 20). Anomaly Discovery and Arbitrage Trading. Boston University.
Dong, X., Liu, Q., Lu, L., Sun, B., & Yan, H. (2024, February 20). Anomaly Discovery and Arbitrage Trading. University of Florida.
Dong, X., Liu, Q., Lu, L., Sun, B., & Yan, H. (2024, February 20). Anomaly Discovery and Arbitrage Trading. University of Wisconsin Madison.
Dong, X., Liu, Q., Lu, L., Sun, B., & Yan, H. (2024, February 20). Anomaly Discovery and Arbitrage Trading. University of Virginia.
Dong, X., Feng, S., & Sadka, R. (2024, March 25). Liquidity Risk and Mutual Fund Performance. Clark University.
Dong, X., Feng, S., & Sadka, R. (2024, March 25). Liquidity Risk and Mutual Fund Performance. Wharton, University of Pennsylvania.
Dong, X., Feng, S., & Sadka, R. Liquidity Risk and Mutual Fund Performance. INSEAD.
Dong, X., Krystyniak, K., & Peng, L. Liquidity Shocks and Institutional Trading. 2018 European Finance Association (EFA) Annual Meeting.
Dong, X., Sheng, J., & Shi, Y. FOMC Announcements, Short Selling, and Anomalies. 2018 American Economic Association Meeting (AEA).
Dong, X., Sheng, J., & Shi, Y. FOMC Announcements, Short Selling, and Anomalies. 2018 The 10th Annual Hedge Fund and Private Equity Research Conference.
Dong, X., Krystyniak, K., & Peng, L. Liquidity Shocks and Institutional Trading. 2016 Midwest Finance Association Meetings (MFA).
Dong, X., Krystyniak, K., & Peng, L. Liquidity Shocks and Institutional Trading. 2015 Financial Management Association Meetings (FMA).
Dong, X., Krystyniak, K., & Peng, L. Liquidity Shocks and Institutional Trading. 2015 Southern Finance Association Meetings (SFA).
Dong, X., Krystyniak, K., & Peng, L. Liquidity Shocks and Institutional Trading. 2015 European FMA.
Dong, X., & Massa, M. Excess Autocorrelation and Mutual Fund Performance. 2014 American Finance Association Meeting (AFA).
Dong, X., & Massa, M. Excess Autocorrelation and Mutual Fund Performance. 2014 Financial Intermediation Research Society (FIRS).
Dong, X., & Massa, M. Excess Autocorrelation and Mutual Fund Performance. 2013 Helsinki Finance Summit.
Dong, X., & Massa, M. Excess Autocorrelation and Mutual Fund Performance. 2013 Symposium on Financial Econometrics and Market Microstructure.
Dong, X., Feng, S., & Sadka, R. Liquidity risk and mutual fund performance. 2013 Defined Contribution Institutional Investment Association (DCIIA) Academic Forum.
Dong, X., Feng, S., & Sadka, R. Liquidity risk and mutual fund performance. Fidelity Investments.
Dong, X., Feng, S., & Sadka, R. Liquidity risk and mutual fund performance. Acadian Asset Management.
Dong, X. Born Different: Volume-induced Reversals in Foreign-traded Stocks. Barclays Capital.
Dong, X. Born Different: Volume-induced Reversals in Foreign-traded Stocks. State Street Global Advisors.
Dong, X., Kang, N., & Peress, J. Fast and Slow Arbitrage: The Predictive Power of Capital Flows for Factor Returns. PanAgora Asset Management.
Ben-Raphael, A., Dong, X., Massa, M., & Zhou, C. Flows to International Mutual Funds: Old Money vs. New Money. PanAgora Asset Management.
Dong, X., & Massa, M. Excess Autocorrelation and Mutual Fund Performance. Research Affiliates.
Dong, X., Krystyniak, K., & Peng, L. Liquidity Shocks and Institutional Trading . Federal Reserve Board.
Dong, X., Li, Y., Rapach, D., & Zhou, G. Anomalies and the expected market return. 2022 Wolfe Research 6th Annual Global Quantitative and Macro Investment Conference.
Da, Z., Dong, X., Wu, K., & Zhou, D. Inside and Outside Informed Trading . 2022 The 3rd International FinTech Research Forum.
Da, Z., Dong, X., Wu, K., & Zhou, D. Inside and Outside Informed Trading . 2022 RUC-VUW Joint Virtual Workshop.
Da, Z., Dong, X., Wu, K., & Zhou, D. Inside and Outside Informed Trading . 2022 Five-Star Workshop in Finance.
Dong, X., Kang, N., & Peress, J. Fast and Slow Arbitrage: The Predictive Power of Capital Flows for Factor Returns. London School of Economics.
Dong, X., Kang, N., & Peress, J. Fast and Slow Arbitrage: The Predictive Power of Capital Flows for Factor Returns. INSEAD.
Dong, X., Kang, N., & Peress, J. Fast and Slow Arbitrage: The Predictive Power of Capital Flows for Factor Returns. University of Oklahoma.
Dong, X., Kang, N., & Peress, J. Fast and Slow Arbitrage: The Predictive Power of Capital Flows for Factor Returns. Bentley University.
Dong, X., Kang, N., & Peress, J. Fast and Slow Arbitrage: The Predictive Power of Capital Flows for Factor Returns. Chinese University of Hong Kong.
Dong, X., Kang, N., & Peress, J. Fast and Slow Arbitrage: The Predictive Power of Capital Flows for Factor Returns. Vienna University of Economics and Business.
Dong, X., Kang, N., & Peress, J. Fast and Slow Arbitrage: The Predictive Power of Capital Flows for Factor Returns. Edinburgh Business School.
Dong, X., Kang, N., & Peress, J. Fast and Slow Arbitrage: The Predictive Power of Capital Flows for Factor Returns. Bristol University.
Dong, X., Peress, J., Wang, Y., & Zhou, C. Does the Media Improve or Hurt Market Efficiency? Evidence from Earnings Announcements, Momentum and 130 Other Anomalies. Baruch College.
Dong, X., Peress, J., Wang, Y., & Zhou, C. Does the Media Improve or Hurt Market Efficiency? Evidence from Earnings Announcements, Momentum and 130 Other Anomalies. INSEAD.
Blocher, J., Dong, X., Savor, P., & Ringenberg, M. Short Covering. 2023 SFS Cavalcade (a conference of SFS, where Review of Financial Studies belongs to).
Blocher, J., Dong, X., Savor, P., & Ringenberg, M. Short Covering. 2023 European Finance Association Meetings (EFA).
Dong, X., & Yang, Y. Anomalies Never Disappeared: The Case of Stubborn Retail Trading. 2023 FMA Doctoral Consortium (scheduled).
Dong, X., Liu, H., Shen, S., & Wang, Y. Negative Information Revelation: Informed Sales Meet Short Sales. 2023 14th Annual Hedge Fund Research Conference.
Dong, X., Kang, N., & Peress, J. Fast and Slow Arbitrage: The Predictive Power of Capital Flows for Factor Returns. 2022 13th Annual Hedge Fund Research Conference.
Ben-Raphael, A., Dong, X., Massa, M., & Zhou, C. Flows to International Mutual Funds: Old Money vs. New Money. 2022 Midwest Finance Association Meetings (MFA).
Dong, X., Kang, N., & Peress, J. Fast and Slow Arbitrage: The Predictive Power of Capital Flows for Factor Returns. 2021 Midwest Finance Association Meetings (MFA).
Ben-Raphael, A., Dong, X., Massa, M., & Zhou, C. Flows to International Mutual Funds: Old Money vs. New Money. 2021 European Finance Association Meetings (EFA).
Dong, X., Kang, N., & Peress, J. Fast and Slow Arbitrage: The Predictive Power of Capital Flows for Factor Returns. 2021 Financial Intermediation Research Society (FIRS).
Ben-Raphael, A., Dong, X., Massa, M., & Zhou, C. Flows to International Mutual Funds: Old Money vs. New Money. 2021 3rd Future of Financial Information Conference (a conference of SFS, where Review of Financial Studies belongs to).
Ben-Raphael, A., Dong, X., Massa, M., & Zhou, C. Flows to International Mutual Funds: Old Money vs. New Money. 2021 5th News and Finance Conference at Columbia University.
Dong, X., Kang, N., & Peress, J. Fast and Slow Arbitrage: The Predictive Power of Capital Flows for Factor Returns. 2020 American Finance Association Meeting (AFA).
Ben-Raphael, A., Dong, X., Massa, M., & Zhou, C. Flows to International Mutual Funds: Old Money vs. New Money. 2020 American Finance Association Meeting (AFA Ph.D. Poster Session).
Dong, X., Liu, Q., Lu, L., Sun, B., & Yan, H. Anomaly discovery and arbitrage trading. 2019 American Economic Association Meeting (AEA).
Dong, X., Kang, N., & Peress, J. Fast and Slow Arbitrage: The Predictive Power of Capital Flows for Factor Returns. 2019 SFS Cavalcade (AP).
Dong, X., Kang, N., & Peress, J. Fast and Slow Arbitrage: The Predictive Power of Capital Flows for Factor Returns. 2019 Mutual Fund, Hedge Fund, and Factor Investing, UK.
Dong, X., Namho, K., & Peress, J. Fast and Slow Arbitrage: The Predictive Power of Capital Flows for Factor Returns. 2019 Paris December Finance.
Ben-Raphael, A., Dong, X., Massa, M., & Zhou, C. Flows to International Mutual Funds: Old Money vs. New Money. University of Virginia.
Ben-Raphael, A., Dong, X., Massa, M., & Zhou, C. Flows to International Mutual Funds: Old Money vs. New Money. Rutgers University.
Blocher, J., Dong, X., Ringenberg, M., & Savor, P. Short Covering. Harvard University.
Blocher, J., Dong, X., Ringenberg, M., & Savor, P. Short Covering. Peking University HSBC Business School.
Dong, X., Liu, H., Shen, S., & Wang, Y. Negative Information Revelation: Informed Sales Meet Short Sales. Washington University at St. Louis.
Dong, X., Liu, H., Shen, S., & Wang, Y. Negative Information Revelation: Informed Sales Meet Short Sales. University of Texas at Dallas.
Dong, X., Liu, H., Shen, S., & Wang, Y. Negative Information Revelation: Informed Sales Meet Short Sales. Chinese University of Hong Kong.
Dong, X., Liu, H., Shen, S., & Wang, Y. Negative Information Revelation: Informed Sales Meet Short Sales. Fanhai at Fudan University.
Dong, X., Liu, H., Shen, S., & Wang, Y. Negative Information Revelation: Informed Sales Meet Short Sales. CKGSB.
Dong, X., Liu, H., Shen, S., & Wang, Y. Negative Information Revelation: Informed Sales Meet Short Sales. PBCSF at Tsinghua University.
Dong, X., Liu, H., Shen, S., & Wang, Y. Negative Information Revelation: Informed Sales Meet Short Sales. SAIF.
Dong, X., & Zhu, Q. Persistent equity lenders and limits to arbitrage: Position-level evidence from mutual funds. Hong Kong University.
Dong, X., & Zhu, Q. Persistent equity lenders and limits to arbitrage: Position-level evidence from mutual funds. Chinese University of Hong Kong.
Dong, X., & Zhu, Q. Persistent equity lenders and limits to arbitrage: Position-level evidence from mutual funds. City University of Hong Kong.
Dong, X., & Zhu, Q. Persistent equity lenders and limits to arbitrage: Position-level evidence from mutual funds. Nanyang Technological University.
Dong, X., & Massa, M. Excess Autocorrelation and Mutual Fund Performance. INSEAD.
Dong, X., Somogyi, F., & Tamoni, A. Currency Anomalies and the Dollar Factor. Northeastern University.
Dong, X. Born Different: Volume-induced Reversals in Foreign-traded Stocks. Cornell University.
Dong, X. Born Different: Volume-induced Reversals in Foreign-traded Stocks. Boston College.
Dong, X. Born Different: Volume-induced Reversals in Foreign-traded Stocks. Baruch College.
Dong, X. Born Different: Volume-induced Reversals in Foreign-traded Stocks. INSEAD.
Dong, X. Born Different: Volume-induced Reversals in Foreign-traded Stocks. George Washington University.
Dong, X. Born Different: Volume-induced Reversals in Foreign-traded Stocks. SMU.
Dong, X. Born Different: Volume-induced Reversals in Foreign-traded Stocks. NTU.
Dong, X. Born Different: Volume-induced Reversals in Foreign-traded Stocks. City University of Hong Kong.
Dong, X. Born Different: Volume-induced Reversals in Foreign-traded Stocks. Manchester Business School.
Dong, X., & Osambela, E. The Optimal Sentiment Risk Exposure of Hedge Funds. Carnegie Mellon University.
Dong, X., & Osambela, E. The Optimal Sentiment Risk Exposure of Hedge Funds. INSEAD.
Dong, X., & Osambela, E. The Optimal Sentiment Risk Exposure of Hedge Funds. Board of Governors of the Federal Reserve.
Dong, X., & Osambela, E. The Optimal Sentiment Risk Exposure of Hedge Funds. BI Norwegian Business School.
Dong, X., Feng, S., & Sadka, R. Liquidity risk and mutual fund performance. 2012 American Economic Association Meeting (AEA).
Dong, X., Feng, S., & Sadka, R. Liquidity risk and mutual fund performance. 2015 CICF.
Dong, X., Kang, N., & Peress, J. Fast and Slow Arbitrage: The Predictive Power of Capital Flows for Factor Returns. 2019 CICF.
Ben-Raphael, A., Dong, X., Massa, M., & Zhou, C. Flows to International Mutual Funds: Old Money vs. New Money. 2021 CICF.
Blocher, J., Dong, X., Savor, P., & Ringenberg, M. Short Covering. 2021 CICF.
Dong, X., Krystyniak, K., & Peng, L. Liquidity Shocks and Institutional Trading. 2016 CICF.
Da, Z., Dong, X., Wu, K., & Zhou, D. Inside and Outside Informed Trading . 2023 CICF.
Dong, X., & Massa, M. Excess Autocorrelation and Mutual Fund Performance. Cornerstone.
Dong, X., & Feng, S. Idiosyncratic Return Volatility of New Ventures: Theory and Evidence. 2010 CICF.
Dong, X., Krystyniak, K., & Peng, L. Liquidity Shocks and Institutional Trading. 2018 The Quadrant Behavioral Finance Conference.
Dong, X., Feng, S., & Sadka, R. Liquidity risk and mutual fund performance. 2012 1st Asset Management Summit, Luxembourg.
Dong, X., Feng, S., & Sadka, R. Liquidity risk and mutual fund performance. 2011 5th Conference on Professional Asset Management.
Dong, X., Feng, S., & Sadka, R. Liquidity risk and mutual fund performance. 2011 Inquire Europe, Luxembourg.
Dong, X., Feng, S., & Sadka, R. Liquidity risk and mutual fund performance. 2011 4th Financial Risks International Forum.
Dong, X., & Massa, M. Excess Autocorrelation and Mutual Fund Performance. 2013 CICF.
Dong, X., Liu, H., Shen, S., & Wang, Y. Negative Information Revelation: Informed Sales Meet Short Sales. 2021 CICF.
Other Scholarly Works
Dong, X., Liu, H., Shen, S., & Wang, Y. Negative Information Revelation: Informed Sales Meet Short Sales.
Ben-Raphael, A., Dong, X., Massa, M., & Zhou, C. Flows to International Mutual Funds: Old Money vs. New Money.
Blocher, J., Dong, X., Ringenberg, M., & Savor, P. Short Covering.
Dong, X., & Yang, Y. Anomalies Never Disappeared: The Case of Stubborn Retail Trading.
Dong, X., Krystyniak, K., & Peng, L. Liquidity Shocks and Institutional Trading.
Da, Z., Dong, X., Wu, K., & Zhou, D. Inside and Outside Informed Trading.
Dong, X., Liu, H., Krystyniak, K., & Peng, L. Attention, Liquidity, and Trading.
Dong, X., Sheng, J., & Shi, Y. FOMC Announcements, Short Selling, and Anomalies.
Dong, X., & Massa, M. Excess Autocorrelation and Mutual Fund Performance.
Dong, X. Born Different: Volume-induced Reversals in Foreign-traded Stocks.
Dong, X., & Osambela, E. The Optimal Sentiment Risk Exposure of Hedge Funds.
Dong, X., & Feng, S. Idiosyncratic Return Volatility of New Ventures: Theory and Evidence.
Dong, X. Developed Market Crises and International Stock Market Return Comovements.
Dong, X., Li, Y., Li, Y., Rapach, D., & Zhou, G. Anomalies and Market Return Predictability Abroad: A comprehensive regional- vs. country-level Analysis.
Research Currently in Progess
Dong, X., Li, E. X., Lin, X., & Yuan, X.(n.d.). Inside Out: Who Trade on the Start of Cyber Attacks. In Progress.
Dong, X., Somogyi, F., & Tamoni, A.(n.d.). Currency Anomalies and the Dollar Factor. In Progress.
Dong, X., & Li, Y.(n.d.). Anomalies and the Macroeconomy. In Progress.
| Title | Funding Agency Sponsor | Start Date | End Date | Awarded Date | Total Funding | Status |
|---|---|---|---|---|---|---|
| Anomalies and the Aggregate Market Return | PSC CUNY 52 | 07/01/2021 | 06/30/2023 | 04/15/2021 | 3500 | Completed |
| Fast and Slow, Smart and Dumb: Fund Flows and Mispricing in the Frequency Domain | PSC-CUNY 51 | 07/01/2020 | 12/31/2022 | 04/17/2020 | 3500 | Completed |
| Liquidity Shocks, Institutional Trading, and Market Efficiency | PSC-CUNY 50 | 07/01/2019 | 12/31/2020 | 04/15/2019 | 3500 | Completed |
| The Short of it: The FOMC Announcements and Stock Returns | PSC-CUNY 49 | 07/01/2018 | 12/31/2019 | 04/15/2018 | 3500 | Completed |
| A Model of Anomaly Discovery and Empirical Evidence | PSC-CUNY 48 | 07/01/2017 | 06/30/2018 | 04/14/2017 | 3500 | Completed |
| Flows to International Mutual Funds: Old Money vs. New Money | Eugene Lang Fellowship | 06/01/2023 | 06/30/2024 | 04/28/2023 | 6469 | Funded - In Progress |
| The predictive power of capital flows for factor returns | PSC-CUNY 54 | 07/01/2023 | 06/30/2024 | 04/18/2023 | 3500 | Funded - In Progress |
| The predictive power of capital flows for factor returns | PSC CUNY 53 | 07/01/2022 | 12/31/2023 | 04/15/2022 | 3500 | Funded - In Progress |
| Honor / Award | Organization Sponsor | Date Received | Description |
|---|---|---|---|
| Eugene M. Lang Junior Faculty Research Fellowship Award for the paper “Flows to International Mutual Funds: Old Money vs. New Money” | CUNY | 2023 | |
| $25,000 Graduate Center Mario Capelloni Dissertation Fellowship for the 2023-2024 Academic Year, won by Cathy Yang, Ph.D. student, for her joint work with me, “Anomalies Never Disappeared: The Case of Stubborn Retail Trading” | CUNY Graduate Center | 2023 | |
| 2022 PriceWaterhouseCoopers (PwC)’s Best Academic Paper of the Year Awards for the paper “Anomalies and the expected market return” | PriceWaterhouseCoopers | 2023 | |
| 2023 Best Paper Award for Ph.D. students at the Economics and Finance department, won by Cathy Yang, Ph.D. student, for her joint work with me, “Anomalies Never Disappeared: The Case of Stubborn Retail Trading” | 2023 | ||
| Teaching Excellence Award 2020 | Zicklin School of Business, Baruch College, CUNY. | 2021 | |
| 2019 DR. Richard Crowell Memorial Prize (First Prize) for the paper “Foreign Sentiment” | PanAgora Asset Management | 2019 | Featured in Pensions & Investments, Yahoo! News, Associate Press, Business Insider |
| 2019 DR. Richard Crowell Memorial Prize (Third Prize) for the paper “Slow and Fast Arbitrage: Smart Money, Dumb Money, Mispricing in the Frequency Domain” | PanAgora Asset Management | 2019 | Featured by Yahoo! News, Associate Press, Business Insider |
| Best Paper Award for Doctoral Students at the Southwestern Finance Association Meetings | Southwestern Finance Association | 2010 | |
| Referee Finance Best Paper Award | 2010 |
Department
| Committee Name | Position Role | Start Date | End Date |
|---|---|---|---|
| Ph.D. Oral Committee 2017 for student | 12/31/2017 | ||
| Second-year Ph.D. Defense Committee 2017 | 12/31/2017 | ||
| Ph.D. students Advised (Ph.D. dissertation committee) | 12/31/2016 | ||
| Ph.D. Admission Committee | 1/1/2015 | 12/31/2016 | |
| Faculty Recruiting Committee | Committee Member | 1/1/2014 | 12/31/2015 |
| Ph.D. Admission Committee | 1/1/2014 | 12/31/2015 |
College
| Committee Name | Position Role | Start Date | End Date |
|---|---|---|---|
| Doctoral Faculty | Committee Member | Present | |
| Faculty Advisor | Faculty Advisor | Present | |
| Faculty Outreach to welcome new graduate students | Faculty Advisor | Present | |
| Zicklin Graduate Curriculum Committee | Committee Member | Present | |
| Ph.D. dissertation committee for student: Karolina Krystyniak | Committee Member | 11/25/2024 | |
| Second-year Ph.D. Defense Committee for Changyun Zhou | Committee Member | 11/25/2024 | |
| Ph.D. Oral Committee for student Aditya Kashikar | Committee Member | 11/25/2024 | |
| Ph.D. Oral Committee for student Changyun Zhou | Committee Chair | 11/25/2024 | |
| Second-year Ph.D. Defense Committee for Runzhe Wu | Committee Member | 11/25/2024 | |
| Ph.D. dissertation committee for student: Yan Li | Committee Member | 11/25/2024 | |
| Ph.D. dissertation committee for student: Yuqing Yang | Committee Member | 11/25/2024 | |
| Second-year Ph.D. Defense Committee for Yuqing Yang | Committee Chair | 11/25/2024 | |
| Second-year Ph.D. Defense Committee for Yang Xu | Committee Member | 11/25/2024 | |
| Ph.D. dissertation committee for student: Meng Tian | Committee Member | 11/25/2024 | |
| Ph.D. dissertation committee for student: Changyun Zhou | Committee Chair | 11/25/2024 | |
| Ph.D. Oral Committee for student Yang Xu | Committee Member | 11/25/2024 | |
| Ph.D. Oral Committee for student Yuqing Yang | Committee Chair | 11/25/2024 | |
| Second-year Ph.D. Defense Committee for Yanran Li | Committee Chair | 11/25/2024 | |
| Second-year Ph.D. Defense Committee for Mingyuan Kong | Committee Member | 11/25/2024 | |
| Ph.D. dissertation committee for student: Xin Yuan (accounting) | Committee Member | 11/25/2024 | |
| Ph.D. Oral Committee for student Yanran Li | Committee Chair | 11/25/2024 | |
| Second-year Ph.D. Defense Committee for Lingyi Kong | Committee Chair | 11/25/2024 | |
| Ph.D. Admission Committee | Committee Member | 5/31/2023 | |
| MBA & MS Open House representative | Faculty Advisor | 10/1/2019 | |
| MBA & MS Open House representative | Faculty Advisor | 9/1/2019 | |
| Organize Brown Bag Seminars | 12/31/2018 | ||
| Ph.D. Admission Committee | Committee Member | 12/31/2016 | |
| Faculty Recruiting Committee | Committee Member | 12/31/2015 | |
| MBA & MS Open House representative | 12/31/2015 |
University
| Committee Name | Position Role | Start Date | End Date |
|---|---|---|---|
| Doctoral Faculty | Faculty Advisor | 9/1/2015 | 9/3/2023 |
| Representative to Weissman School of Arts and Sciences. | Attendee, Meeting | 1/1/2015 | 9/3/2023 |
Professional
| Organization | Position Role | Organization State | Organization Country | Start Date | End Date | Audience |
|---|---|---|---|---|---|---|
| Financial Management Association (FMA) Review Committee | Committee Member | 9/1/2021 | Present | International | ||
| Midwest Finance Association (MFA) Review Committee | Committee Member | 11/25/2024 | Present | International | ||
| Midwest Finance Association (MFA) Review Committee | Committee Member | 11/25/2024 | Present | International | ||
| The FIRN Annual Conference, Australia | Committee Member | 11/25/2024 | Present | International | ||
| Finance Down Under Conference, Australia | Committee Member | Australia | 9/1/2024 | Present | International | |
| FMA Review Committee | Committee Member | 4/1/2024 | Present | International | ||
| 2024 CIRF&CFRI Joint Conference Review Committee | Committee Member | 4/2/2024 | Present | International | ||
| Paris Hedge Fund Research Conference, France | Committee Member | France | 10/1/2024 | Present | International | |
| The FIRN Annual Conference, Australia | Committee Member | 11/25/2024 | Present | International |
Public
| Organization | Position Role | Organization State | Organization Country | Start Date | End Date | Audience |
|---|---|---|---|---|---|---|
| Journal of Finance,Review of Financial Studies,Management Science,Review of Finance,Financial Analysts Journal,Journal of Banking and Finance,Journal of Corporate Finance,Financial Management,Journal of Financial Intermediation,Journal of International Money and Finance,International Journal of Forecasting,Journal of Business and Economic Statistics,Finance Research Letters,Journal of Empirical Finance, Journal of Financial Research, Managerial Finance | referee | 1/1/2014 | 9/3/2023 | International |