Editorial Service:
Associate Editor, Journal of Banking and Finance, 2024–present.
Associate Editor, Quarterly Journal of Finance, 2021–present.
Guest Associate Editor for the Special Issue of Information Systems Research: Fintech — Innovating the Financial Industry Through Emerging Information Technologies.
Journal and Grant Referee:
Finance Research Letters, Financial Review, German Economic Review, International Review of Finance, Journal of Accounting and Public Policy, Journal of Applied Econometrics, Journal of Banking and Finance, Journal of Business and Economic Statistics, Journal of Business Finance and Accounting, Journal of Corporate Finance, Journal of Economic Behavior and Organization, Journal of Economic Dynamics and Control, Journal of Empirical Finance, Journal of Finance, Journal of Financial and Quantitative Analysis, Journal of Financial Economics, Journal of Financial Markets, Journal of Financial Research, Journal of Forecasting, Journal of Money, Credit and Banking, Journal of Political Economy, Management Science, Managerial Finance, MIS Quarterly, Quantitative Finance, Review of Asset Pricing Studies, Review of Finance, Review of Financial Studies, Research Grants Council of Hong Kong.
Conference Program Committee:
Western Finance Association Meetings (2021–2025).
European Finance Association Meetings (2015–2025).
Northern Finance Association Meetings (2017–2025).
Financial Management Association Meetings (2017–2021, 2025).
MRS International Risk Conference (2025).
China International Risk Forum (2021-2024).
Midwest Finance Association Meetings (2014, 2016, 2018–2022).
FARS Midyear Meetings (2015–2018).
Conference on Financial Economics and Accounting (2015–2016).
Eastern Finance Association Meetings (2012, 2016, 2018).
CAPANA Conference (2014).
Conference Session Organizer/Chair:
American Economic Association 2024, Midwest Finance Association 2023, China International Risk Forum 2021, FMA (2017–2021), Eastern Finance Association 2012.
Conference Discussion:
2025 AI in Finance Conference, Generative AI and Asset Management, by Jinfei Sheng, Zheng Sun, Baozhong Yang, and Alan Zhang.
2025 CICF, Green Products, by Wan-Chien Chiu, Po-Hsuan Hsu, Kai Li, and Joy Tianjiao Tong.
2024 UT Dallas Fall Finance Conference, Measuring Misinformation in Financial Markets, by Jianqing Fan, Qingfu Liu, Yang Song, and Zilu Wang.
2023 CICF, Cybercrime News and Hedging in an ICAPM Framework, by Jiatao Liu, Ian W. Marsh, and Yajun Xiao.
2023 SFS Cavalcade, Entrepreneurs Diversification and Labor Income Risk, by Jan Bena, Andrew Ellul, Marco Pagano, and Valentina Rutigliano.
2023 UConn Finance Conference, Wisdom of the Institutional Crowd: Implications for Anomaly Returns, by AJ Chen, Gerard Hoberg, and Miao Ben Zhang.
2018 NFA, Asset Pricing: Vacancy Posting and Labor Market Condition, by Yukun Liu.
2018 MFA, Growing Beyond Performance, by Wenxi Jiang and Mindy Zhang Xiaolan.
2017 FIFI Conference, Industry Competition, Credit spreads, and Levered Equity Returns, by Alexandre Corhay.
2017 MARC in Finance, Hidden in Plain Sight: Equity Price Discovery with Informed Private Debt, by Jawad M. Addoum and Justin R. Murfin.
2016 NFA, Sectoral Labor Reallocation and Return Predictability, by Esther Eiling, Raymond Kan, and Ali Sharifkhani.
2016 NFA, Is Corporate Tweeting Informative or Is It Just Hype? Evidence from the SEC Social Media Regulation, by Mohamed Al Guindy.
2016 Tsinghua Finance Workshop, Asset Pricing Tests with Mimicking Portfolios, by Lei Jiang, Raymond Kan, Zhaoguo Zhan.
2016 CICF, How do Informed Investors Trade in the Options Market?, by Patrick Augustin, Menachem Brenner, Gunnar Grass, and Marti G. Subrahmanyam.
2012 EFA, Does Option Trading Convey Stock Price Information?, by Jianfeng Hu.
2012 NFA, What Makes The Vix Tick?, by Warren Bailey, Lin Zheng, and Yinggang Zhou.
2012 MFA, Time-Varying International Diversification and the Forward Premium, by Benjamin Jonen and Simon Scheuring.
2012 Eastern FA, Terrorism and Jumps in Asset Prices, by Lamers and Froemmel.
2012 SWFA, On the Time-Varying Conditional Value Premium, by Bai and Guo.
2012 FMA, Do Covariance Risks or Firm Characteristics Explain Cross-section of Stock Returns? Another Perspective from the Investment Growth Anomaly, by Prombutr and Phengpis.
