Her research interests include international finance, investment and behavioral finance.
Recent Publications:
“Dynamic herding behavior in Pacific-Basin markets: Evidence and implications” (with Chiang, Thomas C, Li, Jiandong, and Nelling, Edward), Multinational Finance Journal, 2013, vol. 17, no. 3/4.
“Does herding behavior in Chinese markets react to global markets?” (with Thomas Chiang and Jiandong Li), International Review of Accounting, Banking and Finance, 2012 Volume 4 Number 1, page 73-95.
“Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis” (with Thomas Chiang and Jiandong Li), Global Finance Journal, Vol 21, 2010, 111-124.
“The Speed of Adjustment to Information: Evidence from the Chinese Stock Market” (with Thomas Chiang and Edward Nelling), International Review of Economics and Finance, Vol. 08, 216-229.
“Herding Behavior in Chinese Stock Markets: An Examination of A and B Shares”, (with Thomas Chiang, Joseph Mason and Edward Nelling), Pacific-Basin Finance Journal, Vol. 16, Issues 1-2, 2008, 61-77.
“Empirical Analysis of Dynamic Correlations of Stock Returns: Evidence from Chinese A-Share and B-Share Markets”, (with Thomas Chiang and Huimin Li), Quantitative Finance, Vol. 7, No. 6, December 2007, 651-667.
