Publications

Mutual Funds’ Conditional Performance Free of Data Snooping Bias SSRN JFQA

Journal of Financial and Quantitative Analysis, May 2025, Vol. 60(3), pp. 1373–1400.

(with Po-Hsuan Hsu, Ioannis Kyriakou, Georgios Sermpinis)

Working Papers

A Multivariate Covariate-Enhanced False Discovery Rate Method: Evidence from Technical Trading in Currency Markets SSRN

Revise and Resubmit

(with Ilias Filippou, Po-Hsuan Hsu, Georgios Sermpinis, Mark P. Taylor)

Assessing Hedge Fund Performance with an Information-based Multiple Test SSRN Code

(with Po-Hsuan Hsu, Ioannis Psaradellis, Georgios Sermpinis)

ChatGPT, Data Breaches, and Market Reactions SSRN

(with Fearghal Kearney, Hadi Movaghari, Georgios Sermpinis)

Selected Conference Presentations

• Asia Meeting of the Econometric Society, East & Southeast Asia (scheduled, 2026)

• IFABS Oxford Conference (2025)

• Vietnam Economist Annual Meeting (2025)

• INQUIRE Conference (2024)

• American Finance Association Annual Meeting, Poster Session (2022)

• China International Conference in Finance (2022)

• Financial Management Association Annual Meeting (2022)