My name is Jian Feng (冯健). I received my PhD in Finance from the University of Hong Kong, where I was advised by Prof. Shiyang Huang and Prof. Jiantao Huang. I will be joining Peking University HSBC Business School as a tenure-track Assistant Professor in August 2025.

Research Interest

My research focuses on Empirical Asset Pricing, Behavioral Finance, and Applied Econometrics, with a special interest in Textual Analysis.

Publications

• Economic Links from Bonds and Cross-Stock Return Predictability (with Xiaolin Huo, Xin Liu, Yifei Mao, and Hong Xiang)
  Journal of Financial Economics, 2025
  [ScienceDirect] [SSRN]

Working Papers

• Link-Firm Characteristics Are Covariances: An IPCA Approach to Economic Linkages (Job Market Paper)
  [Link]

• Hiding in Plain Sight: Decoding the Alpha behind Monthly Industry-Level Inflation News (with Shiyang Huang, Charles M. C. Lee, and Yang Song)
  [SSRN]

• Conditional Asset Pricing with Text-Managed Portfolios (with Jiantao Huang, Shiyang Huang, and Ran Shi)
  [SSRN]

• Endogenous Formation of Guaranteed Loan Networks (with Shiyang Huang, Xinhai Liu, Dong Lou, and Kathy Yuan)
  Draft available upon request.