1993，英国兰卡斯特大学，金融，博士。
1988，阿斯顿大学伯明翰，企业管理，硕士。
1985，北京大学，地球物理学，学士。
1991-1993，英国Warwick大学商学院研究员(Research Fellow)。
1993-1998，英国Manchester大学会计与金融系讲师和高级讲师。
1998-1999，英国Bank of England货币政策局金融经济学家。
1999-2002，英国Lancaster大学管理学院高级讲师和讲座教授。
2009-2010，研究生，金融学概论。
2008-2009，本科生，国际财务管理。
2007-2008，研究生，公司财务专题。
在国际和国内一流学术杂志上发表文章16篇。
发表论文的学术期刊包括：
Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Journal of Banking and Finance, Review of Economics and Statistics.
The Dynamics of International Equity Market Expectations (Co-authored with Michael J.Brennan, H. Henry Cao, Norman Strong), Journal of Financial Economics, forthcoming
Forecasting FX Volatility: Inplied Volatilities versus AR(FI)MA Models, Journal of Banking and Finance, forthcoming. (Co-authored with S.Pong, M.Shackleton, and S. Taylor).
CAPM, Higher Co-moment and Factor Models of UK Stock Returns, 2004, Journal of Bussiness Finance and Accounting, March. (Co-authored with D.Hung and M. Shackleton)
Post-Earning-Announcement Drift in the UK, 2003, European Financial Management, 9(1), 89-116. (Co-authored with W.Liu and N.Strong) Understanding the Equity Home Bias:The Evidence from the Survey Data, 2003, Review of Economics and Statistics, May, 307-312.(Co-authored with N.Strong)
Pricing FTSE 100 Index Options under Stochastic Volatility, 2001, Journal of Futures Markets, 21, 197-211. (Co-authored with Y. Lin and N. Strong).
The Profitability of Momentum Investing, 1999, Journal of Business Finance and Accounting, 26, 1043-1091. (Co-authored with W. Liu and N. Strong) Do S&P 500 Index Options Violate Martingale Restriction?, 1999, Journal of Futures Markets, 15(5), 499-521. (Co-authored with N. Strong)
The Incremental Volatility Information in One Million Foreign Exchange Quotations, 1997, Journal of Empirical Finance, 4(4), 317-340. (Co-authored with S. Taylor)
Explaining the Cross-section of UK Expected Stock Returns, 1997, British Accounting Review, 29(1), 1-23. (Co-authored with N. Strong) Conditional Volatility and the Informational Efficiency of PHLX currency Options Markets, 1995, Journal of Banking and Finance, 19(4), 803-821. (Co-authored with S. Taylor)
The Term Structure of Volatility Implied by Foreign Exchange Options, 1994, Journal of Financial and Quantitative Analysis, 29(1), 57-74. (Co-authored with S. Taylor) The Magnitude of Implied Volatility Smiles: Theory and Empirical Evidence for Exchange Rates, 1994, Review of Futures Markets, 13(2), 355-380. (Co-authored with S. Taylor)
