Title: Associate Professor

Email: yaokai@swufe.edu.cn

Office: Room 307B, HongYuan Building, LiuLin Campus, SWUFE

Research Interests

Asset pricing, Corporate finance, Behavioural finance

Education

PhD Finance&Risk, University of Nottingham        02/2019

MSc Accounting&Finance (Distinction) , University of Leeds       09/2012

BA Economics&Management, Northwest A&F University        07/2009

Academic positions

Associate Professor, Southwestern University of Finance & Economics        09/2019-present

Publications

• Shiyan Yin, Kai Yao, Thanaset Chevapatrakul, Rong Huang (2024). "Reduced disclosure and default risk: analysis of smaller reporting companies." Review of Quantitative Finance and Accounting.

• Kun et al (2024). "Do clean and dirty cryptocurrencies connect financial assets differently? The perspective of market inefficiency." Research in International Business and Finance.

• Shiyan Yin, Thanaset Chevapatrakul, Kai Yao (2022). " The Causal Effect of Improved Readability of Financial Reporting on Stock Price Crash Risk: Evidence from the Plain Writing Act of 2010."  Economics Letters.

• Linh Hoang Nguyen, Thanaset Chevapatrakul, Kai Yao (2020). "Investigating Tail-Risk Dependence in the Cryptocurrency Markets: A LASSO Quantile Regression Approach." Journal of Empirical Finance.

• Thanaset Chevapatrakul, Zhongxiang Xu, Kai Yao (2019). "The impact of tail risk on stock market returns: The role of market sentiment." International Review of Economics and Finance.

Conferences and Workshops

• 2023. Asian Finance Association Conference (Ho Chi Minh City, Vietnam).

• 2023. IFABS 2023 Oxford Conference (Oxford, UK).

• 2023. China Corporate Finance Summer Forum (Tianjin, China).

• 2023. The 2nd International Finance Conference (Nanchang, China).

• 2017. IFABS Oxford Conference.