Research Interests
Exchange-Traded Funds, Empirical Asset Pricing, Behavioural Finance
Experience
2025.7-Present Associate Professor of Finance (Tenure Track), IFS, SWUFE, Chengdu, China
2024.11-2025.7 Assistant Professor of Finance (Tenure Track), IFS, SWUFE, Chengdu, China
Education
Ph.D. in Finance, Department of Finance, University of Melbourne, 10/2024
M.Phil, Department of Finance, University of Sydney, 06/2018
M.Comm, Department of Finance, University of Sydney, 06/2016
B.A., International Finance, Liaoning University, 06/2014
Publications
Safety accidents and mutual fund flows, with Xuefeng Hu, Rong Xu, and Yifan Zhou, Journal of Economic Behavior & Organization, Volume 232, April 2025
Working Papers
Security Lending Market, Secondary Market Arbitrageurs, and ETF Mispricing
Idiosyncratic Skewness Comovement and Aggregate Stock Returns (with Federico Nardari and Qi Zeng)
Leverage and the Common Factor Structure in Idiosyncratic Volatility (with Thijs van der Heijden, Qi Zeng, and Yichao Zhu)
Short Selling Volume and Cross-Sectional Stock Returns: The Role of Liquidity (with Zhuo Zhong)
Industry Collaboration
Keeping Up with the Joneses: The Influence of Peers on Individual Greenness (with Yifan Zhou)
Industry Partner: Ant Open Research Laboratory, Ant Group
Teaching
Behavioral Finance, Undergraduate & Postgraduate, SWUFE, 2025
Finance I, Senior Executive MBA, Melbourne Business School, University of Melbourne, 2022-2023
International Finance, Undergraduate, University of Melbourne, 2021
Investment Management, Postgraduate, University of Melbourne, 2019
Ad-hoc Reviewer
Journals: Journal of International Financial Markets, Institutions and Money; North American Journal of Economics and Finance
Conferences: FMA Europe 2023
Contact
Institute of Financial Studies，Southwestern University of Finance and Economics
55 Guanghua village, Qingyang District, Chengdu, Sichuan Province
Email: wubochen@swufe.edu.cn
