如果未来中环多家基金的智能体（AI agent），能在同一秒内读完中央银行声明、业绩电话会议纪录与全球新闻，并据此作出方向相近的交易判断，市场究竟会变得更有效率，还是更脆弱？这已不是科幻想像，而是正迅速逼近金融业的现实。
11 Apr 2026
教学人员
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”
Recent Publications
11Apr