中文
SUN Yulong
Non-tenured Associate Professor
Department of Statistics and Finance
Discipline: Finance
Office:International Institute of Finance, Room 409, Building #1
Email:yulongsun@ustc.edu.cn
Joined University of Science and Technology of China in 2020

Education 

PhD, Bocconi University. 2020

MS, London School of Economics. 2015

BA, Shandong University. 2014


Research Interests

Asset Pricing, Macro-Finance


Working Papers

How Common are Return Factors in Cryptocurrencies and Equities? (with Guo Feng) 

China Markets, Information Diffusion, and Global Stock Return Predictability

Fear Propagation and Return Dynamics (with Kai Wang) 

Prices and Returns: What Is the Role of Inflation?

Government Debt, Dividend Growth, and Stock Returns 


Professional Services

Referee for: European Financial Management, International Review of Financial Analysis, Quantitative Finance, Physica A: Statistical Mechanics and its Applications

Program Committee: Eastern Finance Association Annual Meeting, 2021, 2022


Others

CFA Charterholder