Lingfei Kong
Postdoctoral Research Associate in Finance
Area of Expertise:
Asset Pricing
Research Interests:
Empirical asset pricing, behavioral finance, machine learning, commodity futures, product innovation
Selected Publications:
- "A trend factor in commodity futures markets: Any economic gains from using information over investment horizons?", Journal of Futures Markets, Issue 5, 803-822, with Y. Han, 2022
- "Industry tournament incentives and corporate innovation strategies", Journal of Financial Research, Issue 1, 124-161, with G. Lonare, A. Nart, 2022
Awards/Honors:
- AFA Student Travel Grant, American Finance Association, 2019
- Summer Research Grant Award, Belk College of Business, UNC-Charlotte, 2018
- Summer Research Grant Award, Belk College of Business, UNC-Charlotte, 2017
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Lingfei received her PhD in Finance from University of North Carolina at Charlotte. Her research focuses on empirical asset pricing, return predictability, big data analytics, commodity futures, and product innovation.
Email: l.kong@wustl.edu
PhD 2021, University of North Carolina at Charlotte
MS 2016, Hunan University
BA 2013, Hunan University
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