Song, Linjia

Research Interest
Empirical Asset Pricing: return predictability, derivatives, investments, factor models, ETF
Real Estate & Regional Finance: REITs, municipal bonds, geographic data in finance

• Publications & Working Papers
  1. Common Factors for Option Returns (with Turan Bali, Jie Cao, and Xintong Zhan)
  2. Option Price Implied Information and REIT Returns (with Jie Cao, Bing Han, and Xintong Zhan)-Accepted with minor revision at Journal of Empirical Finance
  3. Smart Beta, “Smarter” Flows (with Jie Cao, Jason Hsu, Zhanbing Xiao, and Xintong Zhan)
  4. A New Factor Model for REIT Returns

• Teaching experience

  Teaching Assistant, The Chinese University of Hong Kong, Real Estate Finance, 2019 to present