38 Zheda Road
Hangzhou, Zhejiang 310058
China
Zhejiang University
short-term momentum, short-term reversal, early asset prices, long-term historical returns, equities, government bonds, treasury bills, currency, commodities
Systematic Tail Risk, Tail Beta, Extreme Value Theory, China, Equity Market, Asset Pricing, Return Predictability, Low-Risk Anomaly
U.S. Trade Policy Uncertainty, Chinese Stock Markets, Return Predictability, Asset Pricing, Vector Auto-regression Models
government bonds, equity indices, bond yield changes, international markets, asset pricing, equity anomalies, return predictability, the cross-section of stock returns
