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

https://xidongbaruch.weebly.com/

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	FIN	9783	Investment Analysis
Spring 2024	BUS	90000	Dissertation Supervision
Fall 2023	BUS	90000	Dissertation Supervision
Spring 2023	FIN	3710	Investment Analysis
Spring 2023	FIN	9783	Investment Analysis
Spring 2023	BUS	90000	Dissertation Supervision
Spring 2023	FIN	9783	Investment Analysis
Fall 2022	BUS	90000	Dissertation Supervision
Fall 2022	BUS	89500	Independent Study
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	3710	Investment Analysis
Spring 2019	FIN	9783	Investment Analysis
Spring 2019	FIN	3710	Investment Analysis
Spring 2019	BUS	89500	Independent Study
Fall 2018	BUS	89500	Independent Study
Spring 2018	FIN	3710	Investment Analysis
Spring 2018	FIN	3710	Investment Analysis
Spring 2018	BUS	89500	Independent Study
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 26). Anomalies and the Expected Market Return. London Business School.

Dong, X., Li, Y., Rapach, D. E., & Zhou, G. (2024, February 26). Anomalies and the Expected Market Return. University of North Carolina at Charlotte.

Dong, X., Li, Y., Rapach, D. E., & Zhou, G. (2024, February 26). Anomalies and the Expected Market Return. University of Bath.

Dong, X., Li, Y., Rapach, D. E., & Zhou, G. (2024, February 26). 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 26). 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. 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. HKUST.

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. Temple University.

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. Peking 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. Johns Hopkins 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. 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. 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., Liu, Q., Lu, L., Sun, B., & Yan, H. (2024, February 20). Anomaly Discovery and Arbitrage Trading. University of Florida.

Dong, X., Feng, S., & Sadka, R. Liquidity Risk and Mutual Fund Performance. INSEAD.

Dong, X., Feng, S., & Sadka, R. (2024, March 26). Liquidity Risk and Mutual Fund Performance. Wharton, University of Pennsylvania.

Dong, X., Feng, S., & Sadka, R. (2024, March 26). Liquidity Risk and Mutual Fund Performance. Clark University.

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.

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.

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.

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.

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	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	12/26/2024
Second-year Ph.D. Defense Committee for Changyun Zhou	Committee Member	12/26/2024
Ph.D. Oral Committee for student Aditya Kashikar	Committee Member	12/26/2024
Ph.D. Oral Committee for student Changyun Zhou	Committee Chair	12/26/2024
Second-year Ph.D. Defense Committee for Runzhe Wu	Committee Member	12/26/2024
Ph.D. dissertation committee for student: Yan Li	Committee Member	12/26/2024
Ph.D. dissertation committee for student: Yuqing Yang	Committee Member	12/26/2024
Second-year Ph.D. Defense Committee for Yuqing Yang	Committee Chair	12/26/2024
Second-year Ph.D. Defense Committee for Yang Xu	Committee Member	12/26/2024
Ph.D. dissertation committee for student: Meng Tian	Committee Member	12/26/2024
Ph.D. dissertation committee for student: Changyun Zhou	Committee Chair	12/26/2024
Ph.D. Oral Committee for student Yang Xu	Committee Member	12/26/2024
Ph.D. Oral Committee for student Yuqing Yang	Committee Chair	12/26/2024
Second-year Ph.D. Defense Committee for Yanran Li	Committee Chair	12/26/2024
Second-year Ph.D. Defense Committee for Mingyuan Kong	Committee Member	12/26/2024
Ph.D. dissertation committee for student: Xin Yuan (accounting)	Committee Member	12/26/2024
Ph.D. Oral Committee for student Yanran Li	Committee Chair	12/26/2024
Second-year Ph.D. Defense Committee for Lingyi Kong	Committee Chair	12/26/2024
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 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		12/26/2024	Present	International
Midwest Finance Association (MFA) Review Committee	Committee Member		12/26/2024	Present	International
The FIRN Annual Conference, Australia	Committee Member		12/26/2024	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		12/26/2024	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