Linjia (Alex) Song 宋琳甲
Assistant Professor of Finance, Xiamen University
Email: songlinjia@xmu.edu.cn|songlinjia@hotmail.com
Intro
Welcome! 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. Please feel free to reach out if you'd like to connect.
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)
6. Healthy Returns: The Impact of Paid Sick Leave on Hospital Healthcare Quality (with Jie Cao, Lei Lei, and Xinong Zhan)
7. The Cost of Care: Paid Family Leave and Bank Loan Pricing (with Si Li, Jianglong Liu, and Xintong Zhan)
8. Information Processing Costs and Supply Chain Formation: Evidence from Local IPOs (with Jie Cao, Michael Hertzel, Xinqi Yu, and Xintong Zhan)
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 at HEC 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