About Me

I am currently a Research Assistant at the FinTech and Digital Assets Centre (FDAC) and a Ph.D. candidate in Finance and Business Statistics at City University of Hong Kong. I received my Ph.D. in Statistics from East China Normal University in 2026. My research interests include FinTech, empirical asset pricing, behavioral finance, and the impact of AI on financial markets.

Email: siyubie2-c@my.cityu.edu.hk | Google Scholar | SSRN

RESEARCH

Publications

  • Siyu Bie, Guanhao Feng, Naixin Guo, and Jingyu He. "Can news predict firm bankruptcy?." Journal of Financial Markets (2025): 101002. [Paper]

Working Papers

  • Loan Loss Predictability from Macroeconomic Factors.
    with Jingyu He, Sehwa Kim and Yao Lu, 2025. Major revision, Journal of Accounting Research. [Paper]
  • Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching.
    with Francis X. Diebold, Jingyu He and Junye Li, 2024. Reject and Resubmit, Journal of the American Statistical Association. [Paper]
  • One News, Two Markets: LLM-Derived Sentiment and Trading Volume.
    with Guanhao Feng, Naixin Guo and Jingyu He, 2025. [Paper] (permanent working paper)