Assistant Professor of Finance
HKUST Business School
Room 5056, Lee Shau Kee Business Building
Clear Water Bay, Kowloon, Hong Kong
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Hello – my research focuses on asset pricing and behavioral finance.
Please refer to my CV for more details.
Working Papers
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Green Price Pressure [ SSRN ]
(with Xicheng Li, Simon S Oh, Sean Seunghun Shin, and Jihong Song)
Revise and Resubmit, Review of Financial Studies
Presentations: Yonsei Univ. 2026, SUFE-HKUST Workshop 2025, SGF 2024, MFA 2024, AFA 2024, HEC-HKUST Sustainable Fin. Conf. 2023, SoFiE 2023, Seoul National Univ. 2025, Sungkyunkwan Univ. 2024, Korea Univ. 2023
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Retail Ebb and Flow and the Overnight–Intraday Return Gap [ SSRN ]
(with Yongkil Ahn, Alfred Qi Fan, and Stella Yeayeun Park)
Revise and Resubmit, Journal of Financial and Quantitative Analysis
Presentations: JIAR 2026 (scheduled), APAD 2025, FMA 2024, HARC 2024, CAFM 2023, AFBC 2023, AsianFA 2023
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Baskets Full of Cash: Primary Market Frictions and the Performance of Active Bond ETFs [ SSRN ]
(with Yuet Chau, John Chi-Fong Kuong, and Sean Seunghun Shin)
Presentations: FMA Europe 2026, Korean Summer Fin. Roundtable 2025
Media: ETF Stream
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How Investors Pick Stocks: Global Evidence from 1,540 AI-Driven Field Interviews [ SSRN ]
(with Byoung-Hyoun Hwang and Sean Seunghun Shin)
Presentations: AFA 2027 (scheduled), CICF 2026 (scheduled), Korean Summer Fin. Roundtable 2026 (scheduled), Hanyang Univ. 2026, Consortium on Digital Economy 2026, HKU 2025
Work in Progress
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For Whom the Trading Pauses [ draft coming soon ]
(with Yongkil Ahn and Hyun-Soo Choi)
Presentations: CAFM 2024, HK Joint Fin. Workshop 2023, KAIST 2025, Yonsei Univ. 2024