I am an Assistant Professor at the School of Finance, Zhongnan University of Economics and Law. I earned my PhD at the Department of International Business, National Taiwan University. I am very fortunate to have Hsiou-Wei Lin and Yu-Chin Hsu as my advisors. My research interest is centered around the empirical research in capital market. I have also been interested in the application of various econometric tools and machine learning methods in finance; in particular, the large-scale hypothesis testing and random forests method. Previously, I got a Master degree in Economics from National Taiwan University and a Bachelor's degree in Economics from National Tsing Hua University. 

E-mail : vincent.kendro(at)gmail.com
Publication
  • "Investment Styles and the Multiple Testing of Cross-Sectional Stock Return Predictability," Journal of Financial Markets (2020), with Yu-Chin Hsu and Hsiou-Wei Lin. [link]
  • "Analyzing the Performance of Multi-Factor Investment Strategies under Multiple Testing Framework," Journal of Portfolio Management (2018), with Yu-Chin Hsu and Hsiou-Wei Lin. [link]
  • "The Role of Momentum, Sentiment, and Economic Fundamentals in Forecasting Bear Stock Market," Journal of Forecasting (2016), with Yi-Ting Chen. [link]
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Working Paper
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  • "Resurrecting the Long-Term Overreaction to Negative Shocks," with Guan-Ying Huang.
  • "Relative Valuation Analysis with Synthetic Comparable Firm," with Hsuan Fu.​

Work in Progress
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  • "Growing Portfolio Forest in the Zoo of Factors."
  • "Time Series Momentum Strategy under Model Uncertainty," with Hsuan Fu.
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R package
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