Linjia (Alex) Song 宋琳甲
Research areas
- Empirical Asset Pricing
- Derivatives
- Real Estate Finance
- Supply Chain
Assistant Professor of Finance
School of Management, Xiamen University.
My research interests are in empirical asset pricing, derivatives, real estate finance, and supply chain. Feel free to connect.
Education
The Chinese University of Hong Kong, PhD in Business Administration
Xi'an Jiaotong University, BSc in Economics
Working Papers
- Real Activities and Uncertainty: Evidence from Real Estate Market with Jie Cao, Sheridan Titman, and Xintong Zhan
- Opioid Crisis Along the Supply Chain with Jie Cao, Xintong Zhan, and Weiming Zhang
- Firm and Macro Information in Corporate Bond Risk Premium with Jie Cao, Ruijing Yang, and Xintong Zhan
- Media Coverage and Option Returns with Ruijing Yang
- Demand Shocks and the Financing of Product Quality: Evidence from Hospitals with Jie Cao, Lei Lei, and Xinong Zhan
- The Cost of Care: Paid Family Leave and Bank Loan Pricing with Si Li, Jianglong Liu, and Xintong Zhan
- Information Processing Costs and Supply Chain Formation: Evidence from Local IPOs with Jie Cao, Michael Hertzel, Xinqi Yu, and Xintong Zhan
Publications
Option Price Implied Information and REIT Returns
with Jie Cao, Bing Han, and Xintong Zhan. Journal of Empirical Finance, 2023, 71, 13-28.
Smart Beta, "Smarter" Flows
with Jie Cao, Jason Hsu, Zhanbing Xiao, and Xintong Zhan. Journal of Empirical Finance, 2025.
ETF Research Academy Award of the Paris-Dauphine House of Finance
A Conditional Factor Model for REIT Returns
with Jie Cao and Xintong Zhan. Real Estate Economics, 2026.
Presentations
The Chinese University of Hong Kong, AAA GNP Midyear Conference (New Hampshire)*, AREUEA National (Washington D.C)*
Alliance for Research on Corporate Sustainability (Paris), Annual Conference on Asia-Pacific Financial Markets (Seoul), MRS International Risk Conference (Boston, Online), SFS Cavalcade AP (Beijing)*, FMA Annual Meeting (Vancouver)*, FMA Asia-Pacific (Taipei)*
Xiamen University, Chinese Finance Annual Meeting, East China Normal University*, Hong Kong Institute for Monetary and Financial Research*
AsRes-GCREC(Hong Kong), China International Conference in Finance (CICF, Shanghai)*, The Federal Reserve Board*, University of Sussex*, University of Minnesota*, Virtual Derivatives Workshop*
The 4th Derivatives Youth Forum (Suzhou, Online), APAD Annual Conference (Busan, Online), ASSA-AREUEA Annual Meeting (Boston, Online), FMCG
AREUEA-International Annual Meeting (Singapore, Online), APAD Annual Conference (Busan, Online)
* Presented by coauthor.
Research Grants
The National Natural Science Foundation of China (NSFC), Youth Science Fund, Principal Investigator, RMB 300,000
Fundamental Research Funds for the Central Universities, Principal Investigator, RMB 100,000