Linjia Song 宋琳甲
Assistant Professor of Finance, Xiamen University
Email: songlinjia@xmu.edu.cn|songlinjia@hotmail.com
Intro
I am an Assistant Professor of Finance at Xiamen University. My research interests are in empirical asset pricing, derivatives, real estate finance, and supply chain.
Education
2018.09 – 2022.07, The Chinese University of Hong Kong, PhD in Business Administration
2014.09 – 2018.07, Xi'an Jiaotong University, BSc in Economics
Working Papers
1. Real Activities and Uncertainty: Evidence from Real Estate Market (with Jie Cao, Sheridan Titman, and Xintong Zhan)
2. A Conditional Factor Model for REIT Returns (with Jie Cao, and Xintong Zhan)
3. Opioid Crisis Along the Supply Chain (with Jie Cao, Xintong Zhan, and Weiming Zhang)
4. Forecasting Corporate Bond Index Returns with Firm Characteristics and Macro Variables (with Jie Cao, Ruijing Yang, and Xintong Zhan)
5. Media Coverage and Option Returns (with Ruijing Yang)
Publications
1. Option Price Implied Information and REIT Returns , (with Jie Cao, Bing Han, and Xintong Zhan), 2023, Journal of Empirical Finance 71, 13-28.
2. Smart Beta, ”Smarter” Flows (with Jie Cao, Jason Hsu, Zhanbing Xiao, and Xintong Zhan), 2025, Journal of Empirical Finance
- ETF Research Academy Award of the Paris-Dauphine House of Finance
Presentations (*by coauthor)
2025: Alliance for Research on Corporate Sustainability (Paris)
2024: Xiamen University, Chinese Finance Annual Meeting, East China Normal University*, Hong Kong Institute for Monetary and Financial Research*
2023: AsRes-GCREC Conference, CICF*, The Federal Reserve Board*, University of Sussex*, University of Minnesota*, Virtual Derivatives Workshop*
2022: CIRF; The 4th Derivatives Youth Forum, APAD Annual Conference, ASSA-AREUEA Annual Meeting, FMCG
2021: AREUEA-International Annual Meeting, APAD Annual Conference