Dr. Jinghan MENG
Finance

Senior Lecturer
2219 4176
mengj@hku.hk
KK 1001


Academic & Professional Qualification
Ph.D.,?University of North Carolina at Chapel Hill
M.S., University of Minnesota
B.S.,?Beijing Normal University
Biography
Dr. Jinghan MENG received her Ph.D. degree in Finance from the University of North Carolina at Chapel Hill, and joined The University of Hong Kong (HKU) as Assistant Professor of Finance in 2014.? She also holds a M.S. degree in Statistics from the University of Minnesota at Twin Cities, and a B.S. degree in Statistics from Beijing Normal University.
Jinghan’s research interests are in the areas of theoretical and empirical Macro Finance, Heterogeneous Beliefs, and Financial Econometrics. Her current research focuses on the role of skewness of beliefs in macro fundamentals and individual stocks in predicting market future returns and the cross section of stock returns.
Research Interest
Theoretical and Empirical Macro Finance
Heterogeneous Beliefs
Financial Econometrics
Selected Publications
“Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory,”
(with Riccardo Colacito, Eric Ghysels, Wasin Siwasarit), Review of Financial Studies, 29 (8), 2016, pp. 2069-2109.
Working Papers
“Skewness and Dispersion of Opinion and the Cross Section of Stock Returns”