如果未來中環多家基金的智能體（AI agent），能在同一秒內讀完中央銀行聲明、業績電話會議紀錄與全球新聞，並據此作出方向相近的交易判斷，市場究竟會變得更有效率，還是更脆弱？這已不是科幻想像，而是正迅速逼近金融業的現實。
11 Apr 2026
教學人員
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