金融學教授，在加入北京大學之前，曾任英國Bank of England貨幣政策局金融經濟學家和英國Lancaster大學管理學院金融學講座教授。本人在公司治理，行為金融和金融風險管理和資產定價等領域有多年的研究經驗，取得了豐富的研究成果，並在國際和國內一流學術雜誌上發表文章16篇。 發表論文的學術期刊包括Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Journal ofBanking and Finance, Review of Economics and Statistics.
其研究成果受到國際同行的認可，發表的論文被大量引用，並獲得British Accounting Review 1997最佳論文獎和2002年澳大利亞金融國際會議衍生產品領域的最佳論文獎。本人的研究成果具有極強的實用價值，上述發表的論文已多次被金融套用性書籍轉載，並應邀在英格蘭銀行，瑞士聯合銀行，日本三菱銀行等金融機構作學術演講。關於隱含波動率期限結構（Term Structure）的學術文章被金融衍生產品的經典教科書《Options, Futures, and other derivatives by John Hull》引用；關於“戀家”傾向的研究成果被《紐約時報》報導。
主要論文
·The Dynamics of International Equity Market Expectations (Co-authored with Michael J.Brennan, H. Henry Cao, Norman Strong), Journal of Financial Economics, forthcoming .
·Forecasting FX Volatility: Inplied Volatilities versus AR(FI)MA Models, Journal of Banking and Finance, forthcoming. (Co-authored with S.Pong, M.Shackleton, and S. Taylor) .
·CAPM, Higher Co-moment and Factor Models of UK Stock Returns, 2004, Journal of Bussiness Finance and Accounting, March. (Co-authored with D.Hung and M. Shackleton) .
·Post-Earning-Announcement Drift in the UK, 2003, European Financial Management, 9(1), 89-116. (Co-authored with W.Liu and N.Strong) .
·Understanding the Equity Home Bias:The Evidence from the Survey Data, 2003, Review of Economics and Statistics, May, 307-312.(Co-authored with N.Strong) .
·Pricing FTSE 100 Index Options under Stochastic Volatility, 2001, Journal of Futures Markets, 21, 197-211. (Co-authored with Y. Lin and N. Strong).
·The Profitability of Momentum Investing, 1999, Journal of Business Finance and Accounting, 26, 1043-1091. (Co-authored with W. Liu and N. Strong) .
·Do S&P 500 Index Options Violate Martingale Restriction?, 1999, Journal of Futures Markets, 15(5), 499-521. (Co-authored with N. Strong) .
·The Incremental Volatility Information in One Million Foreign Exchange Quotations, 1997, Journal of Empirical Finance, 4(4), 317-340. (Co-authored with S. Taylor) .
·Explaining the Cross-section of UK Expected Stock Returns, 1997, British Accounting Review, 29(1), 1-23. (Co-authored with N. Strong) .
·Conditional Volatility and the Informational Efficiency of PHLX currency Options Markets, 1995, Journal of Banking and Finance, 19(4), 803-821. (Co-authored with S. Taylor) .
·The Term Structure of Volatility Implied by Foreign Exchange Options, 1994, Journal of Financial and Quantitative Analysis, 29(1), 57-74. (Co-authored with S. Taylor) .
·The Magnitude of Implied Volatility Smiles: Theory and Empirical Evidence for Exchange Rates, 1994, Review of Futures Markets, 13(2), 355-380. (Co-authored with S. Taylor) .
社會職務
Journal of Business Finance & Accounting，British Accounting Review，Journal of Chinese Business and Economic Studies的編委
