Contact Information
School of Finance, Central University of Finance and Economics, 39 College South Road, Haidian District, Beijing, 100081
Phone: +86-185-1108-6494
Email: jfuwwei@gmail.com
Research Area/Interests
Empirical Asset Pricing, Return Predictability, Behavioral Finance, Machine Learning, Textual Analysis
Current Academic Position
Nov. 2015-Present Associate Professor. School of Finance, Central University of Finance and Economics
Sep. 2014- Oct. 2015 Assicitate Professor. School of Finance, Central University of Finance and Economics
Education
Jun.2010- May. 2014
Ph.D. in Finance, Lee Kong Chian School of Business, Singapore Management University
Sep. 2007- Jun.2010
M.A. in Finance, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
Sep. 2002- Jun.2006
B.A. in Management, School of Economics and Management, Communication University of China
Published Papers
“Manager Sentiment and Stock Returns”, Journal of Financial Economics forthcoming, with Joshua Lee, Xiumin Martin, and Guofu Zhou
“Investor Sentiment Aligned: A Powerful Predictor of Stock Returns”, Review of Financial Studies 28, 2015, 791–837, with Dashan Huang, Jun Tu, and Guofu Zhou
“Q-theory, Mispricing, and Profitability Premium: Evidence from China”, Journal of Banking and Finance forthcoming, with Xinlin Qi and Guohao Tang
“International Volatility Risk and Chinese Stock Return Predictability”, Journal of International Money and Finance 70, 2017, 183–203, with Jian Chen, Yangshu Liu, Jun Tu
“Asset Allocation in Chinese Stock Market: The Role of Return Predictability”, Journal of Portfolio Management 41, 2014, 71–83, with Jian Chen, and Jun Tu
“The Chinese Bond Market: Risk, Return and Opportunities”, Journal of Portfolio Management 41, 2014, 110–126, with Longzhen Fan, and Guofu Zhou
“Chinese Stock Market Volatility and the Role of U.S. Economic Variables”, Pacific-Basin Finance Journal 39, 2016, 70–83, with Jian Chen, Hongyi Li, Weidong Xu
“Can US Economic Variables Predict the Chinese Stock Market?”, Pacific-Basin Finance Journal 22, 2013, 69–87, with Jeremy Goh, Jun Tu, and Yuchen Wang
“Forecasting Chinese Stock Market Volatility with Economic Variables”, Emerging Markets Finance and Trade 53, 2017, 521–533, with Weixian Cai, Jian Chen, and Jimin Hong
“Technical Analysis Profitability Without Data Snooping Bias: Evidence from Chinese Stock Market”, International Review of Finance, forthcoming, with Guoshi Tong, and Guoshi Kai
“Economic Policy Uncertainty in China and Stock Market Expected Returns”, Accounting and Finance, forthcoming, with Jian Chen, Guoshi Tong
Research Projects
2017-2019, in charge of the project “Market Sentiment and Time-varying Stock Returns: The Role of Manager Sentiment”, funded by National Natural Science Foundation of China, Youth Science Fund Projects.
2017-2018, in charge of the project “Textual Sentiment Analysis in Financial Markets”, funded by Beijign Natural Science Foundation, Youth Science Fund Projects.
Honors&Awards
CFA Institute Best Paper Award, FMA Asia Meeting, 2017
Best Paper Award Finalist, FMA European Meeting, 2017
Best Paper Award, International Conference on Corporate Finance and Capital Market of Zhejiang University, Hangzhou, 2014
Emerald Best Paper Award, China Financial Review International Conference, Shanghai, 2014
Outstanding Paper Award (Third Prize), Journal of Financial Research, 2011
TCFA Best Paper Award in Investment, The Chinese Finance Association, New York, 2010
Outstanding Referee Award, Journal of Banking and Finance, 2017
Outstanding Referee Award, Pacific Basin Finance Journal, 2016
Highly Cited and Most Read Paper, Review of Financial Studies, 2015-2017
Presidential Doctoral Fellow, Singapore Management University, 2010?2014
Teaching
Financial Markets (Undergraduate), Financial Markets and Institutes (Undergraduate, Postgraduate, International Students), Commercial Banking (Undergraduate), Empirical Methods in Finance (Postgraduate, International Students), Advanced Capital Market Research (PhD), Thesis Writing (PhD)
Academic Activities
Editor Board, Annual of Economics and Finance (SSCI), 2018-present
Referee for Journal of Financial and Quantitative Analysis, Journal of Banking and Finance, Pacific-Basin Finance Journal, Emerging Market Review, Asia-Pacific Journal of Financial Studies, Emerging Market Finance and Trade, China Journal of Management Science
Member, American Finance Association (AFA), 2012?Present
Member, Society for Financial Studies (SFS), 2014?Present
Member, European Finance Association (EFA), 2013?Present
Member, Financial Management Association (FMA), 2012?Present
Member, Asian Finance Association (AsianFA), 2013?Present
Invited Presentations
2017: Renmin University; Southwestern University of Finance and Economics; University of International Business and Economics; Southwest Jiaotong University; Fudan University; Peking University; Tsinghua University; China International Conference in Finance (CICF), Hangzhou; FMA Asia/Pacific Conference, Taipei; FMA European Conference, Lisbon, Portugal; Asian Finance Association (Asian FA) Conference, Seoul, South Korea; NUS RMI Annual Risk Management Conference; CUFE-Tilburg Finance Workshop; Conference on Return Predictability and Big Data, Chengdu; SFS Finance Cavalcade Asia/Pacific, Beijing
2016: School of Economics and Management, Tsinghua University; National School of Development, Peking University; Guanghua School of Management, Peking University; School of Economics and Management, Wuhan University; School of Finance, Zhongnan University of Finance and Economics; Hanqing Institue, Renmin University ; School of Finance, Renmin University; Sino-German Conference on Network Economics and Big Data, Xiamen University; Conference on Return Predictability and Big Data, Southwest Jiaotong University; CICF Xiamen (2 papers and 3 disscussion); NUS RMI Risk Management Conference; China Finance Review International Conference, Shanghai Jiaotong University; FMA Annual Meeting, Las Vegas; Asia FA Meeting; China Finance Association Annual Meeting, Dalian; Conference on Accounting and Economic Development; CAMA Workshop on Sentiment Measurement
2015: PBC School of Finance, Tsinghua University; Lingnan College, Sun Yat-sen University; School of Management, Xiamen University; Academy of Financial Research, Zhejiang University; Australasian Finance and Banking Conference (AFBC), UNSW, Sydney, Australia; Financial Management Association (FMA) Annual Meeting; NUS RMI Annual Risk Management Conference, Singapore; China Financial Review International Conference, Shanghai; China International Conference in Finance (CICF), Shenzhen; Asian Finance Association (Asian FA) Annual Meeting, Nanchang; Central University of Finance and Economics; Young Finance Scholars Symposium; CAMA Workshop on Asset Management;
2014: School of Economics and Management, Tsinghua University; Central University of Finance and Economics; International Conference on Corporate Finance and Capital Market, Zhejiang University, Hangzhou; Young Finance Scholars Symposium, University of International Business and Economics; Australasian Finance and Banking Conference (AFBC), UNSW, Sydney; China Financial Review International Conference, SJTU, Shanghai; Financial Management Association (FMA) Annual Meeting, Nashville, Tennessee; China International Conference in Finance (CICF), Chengdu; SMU Finance Summer Camp, Singapore; Asian Finance Association (Asian FA) Annual Meeting, Bali, Indonesia; Q-Group Spring Conference, Charleston, SC
2013: Sun Yat-sen University, Guangzhou; ShanghaiTech University, Shanghai; Singapore Scholars Symposium, Nanyang Technology University; Financial Management Association (FMA) Annual Meeting, Chicago; China International Conference in Finance (CICF), Shanghai; Australasian Finance and Banking Conference (AFBC), UNSW, Sydney, Australia; SMU-SUFE Summer Institute of Finance Conference, Shanghai, China; Asian Finance Association (Asian FA) Annual Meeting, Nanchang; Five Star Forum in Finance, Beijing, China
Certificate
CFRM charter holder
