Bo Yu, PhD in Business Administration


Release date：2021/12/30
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Bo YU, PhD in Business Administration

Assciate Professor of Finance

 

Contact Details

Telephone: 8590-2809

Email: boyu@cityu.mo

 

WOS ResearcherID: KOC-4545-2024
ScopusID: 57211031859
ORCID: 0000-0002-6985-5205

 

Work Experience

2026-present: Associate Professor in Finance, City University of Macau

2021-2026: Assistant Professor in Finance, City University of Macau

 

Academic Qualifications

PhD in Business Administration, University of Macau

Master of Financial Management, Australian National University

Bachelor of Management, Liaoning University

 

Bibliography

Dr. Bo YU is currently the Associate Professor of Finance, Faculty of Finance at City University of Macau. He finished his undergraduate education at Liaoning University. He earned his Master Degree from Australian National University. He received his PhD degree from University of Macau. His major research interests are assets pricing, trading strategy and corporate governance. His publications have appeared in international journals, including: International Review of Financial Analysis, Asia-Pacific Journal of Accounting and Economics and Economies and he also works as the reviewer of International Review of Financial Analysis and Emerging Markets Finance and Trade. In addition, his works has also been presented in various academic conferences, namely: the 12th International Symposium of Quantitative Economics, 2023 International Conference on Firm Governance, 2nd and 4th International Conference on Financial Regulation and Financial Stability, the 32nd Australasian Finance and Banking Conference and 2019 Cross Country Perspectives in Finance (CCPF) – Sustainable Finance Conference.

 

Teaching Areas

  • Fixed Income Securities
  • Investment Portfolio Management
  • Principle of Finance
  • Special Academic Topic I
  • Introduction of Risk Management

 

Research Area

  • Assets Pricing
  • Trading Strategy
  • Corporate Governance

 

Journal Papers

  1. Dong, L., Yu, B., & Lam, K.S.K., (2025). "The Profitability of Integrating Technical Analysis with Liquidity Premium Trading Strategy." The European Journal of Finance, 31(15): 1921-1947. (SSCI: Q1, ABS3)
  2. Shang, Z. L., Yu, B., & Lam, K.S.K., (2025). "Does ESG Explain Stock Returns? Evidence from Chinese Stock Markets." Finance Research Letters (107214). (SSCI: Q1)
  3. Yu, B., Dong, L., Qin, Z.J., & Lam, K.S.K., (2025). "What is the best composite liquidity proxy for stock return explanation? Evidence from the Chinese stock market." Pacific-Basin Finance Journal 102686. (SSCI: Q1)
  4. Lin, Y. E., Teng, S., Yu, B., and Lam, K.S.K., (2025). "ESG rating, rating divergence and investment efficiency: International evidence." The Quarterly Review of Economics and Finance 100(101975). (SSCI: Q1)
  5. Lin, Y. E., Xu, Y. X., Yu, B., and Lam, K.S.K., (2025). "The impact of outcome uncertainty on corporate investment compensation peer effects." North American Journal of Economics and Finance 76(102349). (SSCI: Q1)
  6. Yu, B. (2024). "Is the Chinese stock market efficient? Evidence from a combined liquidity trading strategy." China Finance Review International 61(96). (CAS: Q1)
  7. Dong, L., Yu, B., Qin, Z., & Lam, K. S. (2024). Liquidity risk and expected returns in China’s stock market: A Multidimensional Liquidity approach. Research in International Business and Finance, 102247. (SSCI: Q1)
  8. Lin, Y.E., Jiang, X. T., Yu, B., Lam, K., (2023) Compensation peer crash risks and corporate own investments: New evidences from U.S. stock markets, International Review of Financial Analysis, vol. 89, no. 102774, 1-15. (SSCI: Q1)
  9. Dong, L., Kot, H.W., Lam, K. and Yu, B., (2020), China vs. U.S.: Is co-skewness risk priced differently?, Asia-Pacific Journal of Accounting and Economics, vol. 28, no. 1, 1-21. (SSCI, ABS2, ABDC: B)
  10. Lam, K., Dong, L. and Yu, B., (2019), Value Premium and Technical Analysis: Evidence from China’s Stock Market, Economies (Special Issue), vol. 92, no. 7, 1-25. (ABS1)

 

Research Papers Presented at Academic Conference

  1. Yu-En Lin, Xuanyu Gao, Bo Yu, Keith S.K. Lam, 2025, Brand Capital, Digital Application and Investment Efficiency, Proceedings of the 3rd China International Conference on Intelligent Accounting & Finance, CICIAF (Tianjin, China).
  2. Yu-En Lin, Xuanyu Gao, Bo Yu, Keith S.K. Lam, 2025, Brand Capital, Digital Application and Investment Efficiency, Proceedings of the 11th China Financial Management Annual Conference (Changsha, China).
  3. Yu-En Lin, Shi Teng, Kunpeng Hao, Bo Yu, 2025, The Impact of ESG Rating Divergence on Dividend Policy, Proceedings of 2025 the SBS International Conference for Finance (SBSICF).
  4. Yu-En Lin, Shi Teng, Bo Yu, Keith S.K. Lam, August 2023, ESG Rating Divergence and Investment Efficiency: International Evidence, Proceedings of the 12th International Symposium of Quantitative Economics (Huludao, China).
  5. Yu-En Lin, Yuxin Xu, Bo Yu, Keith S.K. Lam, July 2023, The Impact of Outcome Uncertainty on Compensation Peer Effects of Corporate Investments, Proceedings of the 2023 International Conference on Firm Governance (Qinhuangdao, China).
  6. Yu-En Lin, Xiaotong Jiang, Bo Yu, Keith S.K. Lam, November 2021, Compensation peer crash risks and corporate own investments: New evidences from U.S. stock markets, Proceedings of the 4nd International Conference on Financial Regulation and Financial Stability (Taiyuan, China, Online).
  7. Keith S.K. Lam, Bo Yu and Liang Dong, December 2020, The optimal combined liquidity proxy: Evidence from the Chinese stock market, Proceedings of the 2nd International Conference on Financial Regulation and Financial Stability (Online).
  8. Liang Dong, Bo Yu and Keith S.K. Lam, December 2019, Liquidity and expected returns: Lessons from Asia-Pacific Stock Markets, Proceedings of the 32nd Australasian Finance and Banking Conference (Sydney, Australia).
  9. Keith S.K. Lam, Liang Dong and Bo Yu, October 2019, Liquidity and Expected Returns: Cross-sectional evidence from Chinese Stock Market, Proceedings of the 2019 Cross Country Perspectives in Finance (CCPF) – Sustainable Finance Conference (Taiyuan, China).

Projects

  1. Revitalizing the Silk Road: Evidence of Infrastructure in Remote Areas and Research on the Role of Macau. (Sponsored by Macau Foundation).
  2. The impact and mechanism of delisting soft constraint hardening on the pricing efficiency of China's capital market. (Sponsored by Humanities and Social Science Foundation of the Ministry of Education of China (No. 24YJC790033).

Award

  1. Outstanding Paper Award at the 11th China Financial Management Annual Conference.
  2. Highly Cited Paper in Economics and Business by Essential Science Indicators (ESI).

 



 
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