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Posts

Blog Post number 4

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Blog Post number 3

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Blog Post number 2

less than 1 minute read

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Blog Post number 1

less than 1 minute read

Published:

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portfolio

ESG Arbitrage and Environmental Outcomes in REITs

Journal of Business Finance & Accounting — Under Review

This study examines environmental materiality in REIT ESG strategies, finding selective ESG practices associated with better growth and profitability, but adverse environmental consequences.

Lobbying and Fossil Fuel Investment

Business Strategy and the Environment — Review and Resubmit

Lobbying increases fossil fuel investments and improves financial performance without reducing political risks; raises emissions at plant level.

Performance Measurability and Air Pollution Control: Evidence from a Quasi-experiment in China

Working Paper — Working Paper

This study examines the impact of performance measurability on the effectiveness of local governments in mitigating air pollution. Utilizing a difference-in-differences approach leveraging the 2013 Air Pollution Prevention and Control Action Plan in China, the reduction in PM2.5 is more pronounced with stronger career concern incentives and higher reliance on financial transfers.

Regulatory Arbitrage by Governments and Land Conveyance

Environmental Impact Assessment Review — Review and Resubmit

Local governments strategically respond to geographically imbalanced regulations, manipulating land conveyance prices to attract polluting industries, with implications for growth and air pollution.

publications

Did real estate professionals anticipate the 2007-2008 financial crisis? Evidence from insider trading in the REITs

The Journal of Real Estate Finance and Economics

Published in The Journal of Real Estate Finance and Economics, 2021

Real estate professionals in REITs anticipated the 2007-2008 financial crisis by significantly selling their holdings as early as 2004, which refutes the competing “biased belief hypothesis” that they were over-optimistic. Unlike many experts in the broader financial industry, these sophisticated real estate insiders successfully foresaw the systemic risk in the housing market, suggesting their trading patterns can act as an early warning signal for sector-wide bubbles.

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The beta anomaly in the REIT market

The Journal of Real Estate Finance and Economics

Published in The Journal of Real Estate Finance and Economics, 2021

The beta anomaly in the REIT market and providing evidence that it is driven by the preference of institutional investors for high-beta assets, which supports the leverage constraints hypothesis over alternative explanations. This institutional demand inflates the prices of high-beta REITs, causing their subsequent risk-adjusted underperformance and creating profitable opportunities for strategies that bet against beta.

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ESG components and equity returns: Evidence from real estate investment trusts

International Review of Financial Analysis

Published in International Review of Financial Analysis, 2024

For US Real Estate Investment Trusts (REITs), this study finds that higher environmental performance negatively impacts future stock returns and firm fundamentals, while social and governance performance are positively associated with both. These contrasting effects stem from the high costs of environmental investments versus the benefits of social and governance practices, underscoring that influence of ESG on equity returns is component-specific.

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The valuation effect and consequences of clawback adoption in real estate investment trusts

The Journal of Real Estate Finance and Economics

Published in The Journal of Real Estate Finance and Economics, 2024

Clawback provisions are a value-relevant corporate governance mechanism even in the highly regulated REIT market, as investors positively value the adoption of strong policies, particularly in firms with higher prior financial restatement risk and disclosure opacity. Adopting such policies tangibly improves REIT governance by reducing the likelihood of financial restatements, enhancing the quality of financial disclosures, and curbing aggressive investment.

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The value of sustainable property management in real estate: Evidence from Hong Kong

Journal of Real Estate Research

Published in Journal of Real Estate Research, 2024

ESG performance of property management companies is capitalized into housing prices, with the value premium driven by a reduction in perceived risk and a higher rental growth rate rather than by higher gross rents. Management firms can directly enhance property values by improving ESG practices, and investors should incorporate this non-physical attribute into their valuations.

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Why high-speed rail causes heterogeneous spatial patterns in firm innovation: Perspectives from intensive and extensive margins

PloS one

Published in PloS one, 2024

This paper decompose the impact of high-speed rail (HSR) on firm innovation into extensive (more firms innovating) and intensive (firms innovating more) margins, revealing that the net positive effect is a trade-off between beneficial knowledge spillovers and a detrimental “brain drain” from peripheral counties to urban centers. While HSR boosts overall innovation, it can exacerbate regional inequality, necessitating targeted policies to support innovation in peripheral areas and mitigate the brain drain effect.

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talks

teaching

Construction Economics

The Hong Kong Polytechnic University

Tutorial, The Hong Kong Polytechnic University, 2023

Tutor for undergraduate course.

Multinational Finance

Beijing Normal - Hong Kong Baptist University

Undergraduate course, Beijing Normal - Hong Kong Baptist University, 2023

Teaching evaluation: 4.93/5.00

Corporate Finance

Beijing Normal - Hong Kong Baptist University

Undergraduate course, Beijing Normal - Hong Kong Baptist University, 2024

Teaching evaluation: 4.76/5.00

Financial Management

Beijing Normal - Hong Kong Baptist University

Undergraduate course, Beijing Normal - Hong Kong Baptist University, 2024

Teaching evaluation: 4.96/5.00

Business Research Method

Beijing Normal - Hong Kong Baptist University

Undergraduate course, Beijing Normal - Hong Kong Baptist University, 2024

Teaching evaluation: 4.89/5.00

Financial Forecasting

Beijing Normal - Hong Kong Baptist University

Undergraduate course, Beijing Normal - Hong Kong Baptist University, 2025

Teaching evaluation: 4.97/5.00