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.
If, in the future, the AI agents of various funds in Central, Hong Kong can finish reading central bank statements, earnings call transcripts, and global news within the same second, and make similar directional trading decisions accordingly, will the market become more efficient or more vulnerable?
