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Xudong Wen

Hong Kong University of Science and Technology
xwenam@connect.ust.hk


About Me

Welcome! I am a Ph.D. candidate in Finance at the Hong Kong University of Science and Technology. I am on the 2025-2026 job market.

Research Interests

Working Papers

  1. The New Transparency Trap: Machine Learning and the Reverse-Engineering of Strategies
    Job Market Paper (sole author)
    2025 FMA Special PhD Paper Presentations
    2025 EFA Doctoral Tutorial
    HKUST Business School PhD Student Conference (Best Paper Award)
    Wharton Finance-Accounting PhD Brownbag
    HKUST PhD Brownbag
    PDF

  2. Inferring Mutual Fund Intra-Quarter Trading: An Application to ESG Window Dressing
    with Li An, Shiyang Huang, Dong Lou, Mingxin Xu
    Presentations (* indicates presentation by co-authors):
    2025 CICF, 2024 WFA, 2024 EFA*, 2024 CFRN Young Finance Scholars Forum* (Keynote), 2024 Renmin University SFAF* (Keynote), 2024 Greater China Area Finance Conference* (Keynote), 2023 Guanghua International Symposium on Finance*, 2023 Five Star Workshop*, Jupiter Asset Management*, Korean Securities Association*, Capital University of Economics and Business*, Chinese Academy of Sciences*, City University of London*, HKUST*, Johns Hopkins University*, Michigan State University*, Penn State University*, Shanghai Advanced Institute of Finance*, Shanghai University of Finance and Economics*, Shenzhen University*, Universidad de los Andes*, University of Hong Kong*, University of Washington*, Utrecht University*
    PDF

  3. The Information Constraint in Market-based Sanctions Enforcement
    with Avi Dutt, Abhiroop Mukherjee, George Panayotov, Debjit Roy
    Presentations (* indicates presentation by co-authors):
    2025 EEA*, FMA Asia*, HKU Summer Finance Conference*, Cheung Kong Graduate School of Business*, HKUST*, London Business School*, Monash University*, Shanghai Advanced Institute of Finance*, Education University of Hong Kong*, Tsinghua University*
    PDF