Educational Background
Doctor Degree,Finance,The University of Hong Kong
Bachelor Degree,International Accounting,Shanghai University Of Finance and Economics
Journal Papers
| 1. | Hua Cheng, Lingtian Kong, Tse-Chun Lin, Yan Luo, and Ningyu Zhou. 2024. Lottery-like features and mutual fund performance-flow sensitivity. Financial Management forthcoming 1-25.  |
| 2. | Yan Luo, Haohan Ren, and Hao Yang. 2024. Price limits, informed trading, and information consumption. Research in International Business and Finance 71 1-19. |
| 3. | Wei Huang, Yan Luo, Xiaohuan Wang, and Lifu Xiao. 2022. Controlling shareholder pledging and corporate ESG behavior. Research in International Business and Finance 61 1-13. |
| 4. | Wanyi Chen, Hengda Jin, and Yan Luo. 2022. Managerial political orientation and stock price crash risk. Journal of Accounting, Auditing & Finance forthcoming 829-847. |
| 5. | Wei Huang, Yan Luo, and Chenyang Zhang. 2022. Accounting-based downside risk and stock price crash risk: Evidence from China. Finance Research Letters 45 1-6. |
| 6. | Yan Luo, Xiaohuan Wang, ChenyangZhang, and Wei Huang. 2021. Accounting-based downside risk and expected stock returns: Evidence from China. International Review of Financial Analysis 78 1-13. |
| 7. | Yan Luo, Xiaolin Qian, Jinjuan Ren, and Yanjian Zhu. 2020. Retail investors' biased beliefs about stocks that they hold: evidence from China's split share structure reform. The Singapore Economic Review 65(6) 1579–1599. |
| 8. | Jeong-Bon Kim, Xiaoxi Li, Yan Luo, and Kemin Wang. 2020. Foreign investors, external monitoring, and stock price crash risk. Journal of Accounting, Auditing & Finance 35(4) 829-853. |
| 9. | Hua Cheng, Dayong Huang, and Yan Luo. 2020. Corporate disclosure quality and institutional investors' holdings during market downturns. Journal of Corporate Finance 60 1-18. |
| 10. | Yan Luo and Chenyang Zhang. 2020. Economic policy uncertainty and stock price crash risk. Research in International Business and Finance 51 1-14. |
| 11. | Eric C. Chang, Tse-Chun Lin, Yan Luo, and Jinjuan Ren. 2019. Ex-day returns of stock distributions: An anchoring explanation. Management Science 65(3) 1076-1095. |
| 12. | Yaniv Konchitchki, Yan Luo, Mary L.Z. Ma, and Feng Wu. 2016. Accounting-based downside risk, cost of capital, and the macroeconomy. Review of Accounting Studies 21(1) 1-36. |
| 13. | Yan Luo, Xiaolin Qian, and Jinjuan Ren. 2015. Initial public offerings and air pollution: Evidence from China. Journal of Asia Business Studies 9(1) 99-114. |
| 14. | Yan Luo, Jinjuan Ren, and Yizhi Wang. 2015. Misvaluation comovement, market efficiency and the cross-section of stock returns: Evidence from China. Economic Systems 39(3) 390-412. |
| 15. | Eric C. Chang, Yan Luo, and Jinjuan Ren. 2014. Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market. Journal of Banking & Finance 48 411-424. |
| 16. | Eric C. Chang, Yan Luo, and Jinjuan Ren. 2013. Pricing deviation, misvaluation comovement, and macroeconomic conditions. Journal of Banking & Finance 37(12) 5285-5299. |
| 17. | Eric C. Chang, Yan Luo, and Jinjuan Ren. 2013. Cross-listing and pricing efficiency: The informational and anchoring role played by the reference price. Journal of Banking & Finance 37(11) 4449-4464. |
| 18. | Xinyi Xing, Yan Luo, and Song Shi. 2015. Effect of noise trade on stock returns: study based on individual stocks. Technology Economics 34(12) 116-124. (in Chinese) |
| 19. | Haofeng Xu, Song Zhu, and Yan Luo. 2011. Information and the formation of security prices. Securities Market Herald (8) 41-45. (in Chinese) |
Research Projects
2025.01—2028.12, Principal Investigator, Investors' Non-Pecuniary Green Preferences, Financial Market Decision-making and Pricing, and Environmental Consequences, National Natural Science Foundation of China
2023.09—2023.12, Principal Investigator, Households' Asset Allocation Behavior in China: Theory and Analysis, Ant Fortune
2021.01—2024.12, Principal Investigator, Controlling Shareholder Share Pledging and Its Influence: An Empirical Investigation Based On the Decomposition of Pledging Behavior, the Purpose of Pledging, And the Associated Effect at the Macro-Economic Level, National Natural Science Foundation of China
2019.08—2019.12, Principal Investigator, Research on ESOP for Pre-IPO Firms, Shanghai Automotive Educational Foundation
2019.03—2022.12, Principal Investigator, Lottery-like Features and Mutual Fund Flow-Performance Sensitivity, The University of Hong Kong- Fudan University IMBA Joint Research Fund
2018.07—2018.10, Principal Investigator, A Study on the Development of Cross-Border E-Commerce in Shenzhen-From the Perspective of Financial Innovation, Shenzhen Municipal Government Development Research Center
2018.01—2021.12, Principal Investigator, The Influence of Margin-purchase and Short-sale on Downside Risk and the Working Mechanism: Evidence from the Chinese A-share Market, National Natural Science Foundation of China
2017.06—2017.08, Principal Investigator, A Study on FinTech Development Policy, Shenzhen Municipal Government Development Research Center
2016.06—2016.08, Principal Investigator, A Study on the Prevention and Resolvation of Economic and Financial Risk during the 13th five-year Planning Period, Shenzhen Municipal Government Development Research Center
2016.01—2019.12, Member, Do Antidumping Measures Affect Chinese Export-related Firms, National Natural Science Foundation of China
2015.12—2016.04, Principal Investigator, The Development of Cultural Finance of Pudong, Shanghai Pudong Reform and Development Research Center
2015.08—2015.11, Principal Investigator, A Comparison of Start-up Costs across Beijing, Shanghai, Guangzhou, Shenzhen and Hongkong, Shenzhen Municipal Government Development Research Center
2015.08—2015.12, Principal Investigator, A Study on the Market Capitalization Management of Shanghai Automotive Industry Corporation (SAIC), Shanghai Automotive Industry Education Foundation
2015.06—2017.06, Principal Investigator, R², Noise Trading, and The Pricing Implications, The University of Hong Kong- Fudan University IMBA Joint Research Fund
2015.02—2015.05, Principal Investigator, A Study on the Historical Development of Short Selling and Its Impact on the Markets, CFFEX Institute for Financial Derivatives
2015.01—2018.12, Member, International of Chinese Firms, Voluntary Disclosure and Corporate Governance, National Natural Science Foundation of China
2015.01—2017.12, Principal Investigator, Earnings Downside Risk: A New Risk Measurement Based on Investors' Risk Preference and An Empirical Investigation of Its Influence on Capital Markets, National Natural Science Foundation of China
2014.04—2016.03, Principal Investigator, An Empirical Investigation of Earnings Downside Risk and Its Impact on Stock Markets, Shanghai Municipal Education Commission
2013.07—2013.12, Principal Investigator, Credit Control of Group Enterprises: Methods and Case Analysis, Shanghai Automotive Industry Education Foundation
2012.06—2014.05, Principal Investigator, Do Mutual Funds Gamble? The Performance-Induced Skewness-Adjusting Behavior of Fund, The University of Hong Kong- Fudan University IMBA Joint Research Fund
2012.01—2013.12, Principal Investigator, Earnings Downside Risk , Financial Research Center of Fudan University
Academic Posts
2019.06—,Associate Editor,Research in International Business and Finance
Academic Conferences
2015.10, 2015 FMA Annual Meeting, Orlando, USA
2015.07, 2015 China International Conference in Finance, Shenzhen, China
2013.07, 2013 China International Conference in Finance, Shanghai
2012.12, 2012 Auckland Finance Meeting, Auckland, New Zealand
2012.12, 25th Australasian Finance and Banking Conference, Sydney, Australia
2012.10, 2012 FMA Annual Meeting, Atlanta, USA
2012.08, American Accounting Association (AAA) Annual Meeting 2012, Washington, DC, USA
2012.06, Western Finance Association (WFA) Annual Meeting 2012, Las Vegas, USA
2012.06, Canadian Academic Accounting Association (CAAA) Annual Conference 2012, Charlottetown, Canada
2011.12, The 24th Australasian Finance & Banking Conference 2011, Sydney, Australia
2011.10, 2011 FMA Annual Meeting, Denver, USA
2011.05, The 9th NTU International Conference on Economics, Finance and Accounting, Taiwan
2009.08, Global Quant Conference 2009 Old World, New Alphas, Singapore
2008.10, 2008 FMA Annual Meeting, Texas, USA
2008.07, 2008 China International Conference in Finance, Dalian, China
Case
Yan Luo，Xiaohuan Wang，Ningyu Zhou, A Fintech-powered Online Bank Fuels Rural Revitalization New Business Models, , 2021
Yan Luo, Introduction to quantitative investment: Case analysis of CapitalEdge, , 2019
Yan Luo, Overseas listing through SPAC——A case study of PAACs scquisition of Borqs International Holding Corp., , 2019
Yan Luo, The supply-chain ABS practice of Powerlong——Investigating a new financing tool for enterprises, , 2019
Yan Luo, The transformation of the wealth management industry by robo-advisor——A case study based on Sinolink Yong Fu, , 2018
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