Education

2019.09-2023.06 The Hong Kong University of Science and Technology, Lee Shau Kee Business School,  Ph.D. in Finance

2017.09-2019.08 The Hong Kong University of Science and Technology, Lee Shau Kee Business School,  MPhil in Finance

2014.09-2017.06 Renmin University of China, Hanqing Institute, MPhil in Quantitative Economics

2010.09-2014.06 Southwestern University of Finance and Economics, B.S., major in Mathematics & B.A., major in Economics

Empirical Asset Pricing, Machine learning & Big data, Cross-momentum, Option Returns

Selected Academic Articles

Yan, Jingda, and Jialin Yu. "Cross-stock momentum and factor momentum." Journal of Financial Economics 150.2 (2023): 103716.