Projects per year
Personal profile
Research biography
My research falls in the area of empirical asset pricing, and I consider drivers of cross-sectional stock returns and stock return forecasting. My PhD Thesis (University of Adelaide, 2018) won the University Medal. It is an empirical investigation of stock return forecasting utilizing both macroeconomic variables and trend-following trading strategy (e.g., momentum, moving averages). I am also interested in the drivers of cross-sectional stock returns and corporate finance topics in the context of emerging markets.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Education/Academic qualification
Doctor of Philosophy, University of Adelaide
2015 → 2018
Master of Banking and Finance, Newcastle University
2013 → 2015
Bachelor of Finance, Southwest University of Political Science and Law
2009 → 2012
Research Interests
- Empirical asset pricing
- Cross-sectional stock returns
- Momentum and moving averages
- Corporate finance
- Corporate governance
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Network
Projects
- 2 Active
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Corporate Diversification and Labor Investment Efficiency
Sun, M. & Bai, M.
1/01/22 → …
Project: Research
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The Double-Edged Sword of Rubric Design on Grade Inflation: An Australian MBA Quasi-Experiment Study
1/03/21 → …
Project: Research
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The five-factor asset pricing model, short-term reversal, and ownership structure – the case of China
Sun, M., Glabadanidis, P. & Chen, J., 2022, (Accepted/In press) In: International Review of Financial Analysis.Research output: Contribution to journal › Article › peer-review
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Can technical indicators predict the Chinese equity risk premium?
Sun, M. & Glabadanidis, P., 31 Jan 2021, In: International Review of Finance.Research output: Contribution to journal › Article › peer-review
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Adult learning in higher education: A case study of online MBA learners
De Vos, S., Qesja, B., Rana, V., Heathcote, L., Riggs, M., Willson, E. & Sun, M., Jan 2022, (Accepted/In press) In: Proceedings of Canada International Conference on Education.Research output: Contribution to journal › Conference article › peer-review
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The Double-Edged Sword of Rubric Design on Grade Inflation: An Australian MBA Quasi-Experiment Study
Sun, M. & Robin, M., 2022, (Accepted/In press).Research output: Contribution to conference › Conference paper › peer-review
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Integrity and firm performance - only time will tell
Sun, M., 15 Oct 2021, AIB Review, 6.Research output: Contribution to specialist publication › AIB Review
Open Access