LIN WILLIAM CONG
RESEARCH INTEREST: Financial Economics, Information Economics, Asset Pricing, FinTech
TOPICS: Financial Technology & Innovation, Blockchains, Mechanism & Information Design, Entrepreneurship, AI & Big Data Analytics, Digital Economy, Intervention & RegTech, China.
Rise of Factor Investing: Security Design and Asset Pricing Implications
(with Shiyang Huang and Douglas Xu) | 2020, Journal of Finance, Revise and Resubmit..
AlphaPortfolio: Direct Construction Through Deep Reinforcement Learning and Interpretable AI (with Ke Tang, Jingyuan Wang, and Yang Zhang) | 2021, Working Paper.
The Institute for Quantitative Investment (INQUIRE Europe) Research Grant
Best Paper Award, 3rd China International Forum on Finance and Policy
International Centre for Pension Management ICPM Research Award.
Media Coverage: CFA Society Chicago; Cornell Reunion & eCornell Keynotes; Cornell Research
Crypto Wash Trading (with Xi Li, Ke Tang, and Yang Yang) | 2020, Working Paper.
Asseth--Kaiko Prize for Research in Cryptoeconomics (Best Paper & Talk)
Crypto and Blockchain Economics Research Conference Best Paper Award
Best Paper, ML Conference: “Human Sovereignty and Machine Efficiency in the Law"
Best Paper, 17th Annual Conf. of the Asia-Pacific Association of Derivatives (APAD)
Cornell Center for Social Sciences Research Grant
Media Coverage: Cornell Reunion & eCornell Keynotes; Bloomberg; SC Johnson Faculty News
Textual Factors: A Scalable, Interpretable, and Data-driven Approach to Analyzing Unstructured Information
(with Tengyuan Liang and Xiao Zhang) | 2020, Management Science, Revise and Resubmit.
Asymmetric Cross-side Network Effects on Financial Platforms: Theory and Evidence from Marketplace Lending(with Ke Tang, Danxia Xie, and Qi Miao) | 2020, Working Paper.
An AI-assisted Economic Model of Endogenous Mobility and Infectious Diseases: The Case of COVID-19 in the United States
(with Ke Tang, Bing Wang, and Jingyuan Wang) | 2021, Working Paper.
RIM-based Value Premium and Factor Pricing Using Value-Price Divergence
(with Nathan George and Guojun Wang) | 2018, Under Revision.
Endogenous Growth and Multiple Uses of Data (with Wenshi Wei, Danxia Xie, and Longtian Zhang) | 2021, Journel of Economic Dynamics and Control, Forthcoming.
SSRN | Growth | Big Data | Privacy | Innovation
SMEs Amidst the Pandemic and Reopening: Digital Edge and Transformation (with Xiaohan Yang and Xiaobo Zhang) | 2021, Center for Global Development Working Paper.
SSRN | COVID-19 | Digital Economy | e-Commerce | SMEs
The Coming Battle of Digital Currencies (with Simon Mayer) | 2021, Working Paper.
SSRN | CBDCs | Cryptocurrency | Stablecoin | Tokenomics
Tax-Loss Harvesting with Cryptocurrencies (with Wayne Landsman, Edward Maydew, & Daniel Rabetti) | 2021, Working Paper.
SSRN | Cryptocurrency | NFTs | Taxation
Best Paper Award (1st Prize), 4th UWA Blockchain and Cryptocurrency Conference
Asset Pricing with Panel Trees under Global Split Criteria (with Gavin Feng, Jingyu He, & Xin He) | 2021, Working Paper.
SSRN | Macine Learning | AI | Asset Pricing
Inclusion and Democratization Through Web3 and DeFi? Initial Evidence from the Ethereum Ecosystem (with Ke Tang, Yanxin Wang, & Xi Zhao) | 2022, Working Paper.
SSRN | FinTech | Blockchains | DeFi | Digital Economy
Antitrust and User Union in the Era of Digital Platforms and Big Data
(with Simon Mayer) | 2022, Working Paper.
SSRN | Data Sharing | Digital Economy | FinTech | Open Banking