Pengfei Sui

About Me

I am a behavioral economist, focusing on asset pricing, behavioral finance, financial frictions, empirical IO and computational economics. In particular, I am eager to understand the role of investor beliefs and financial frictions in explaining the asset price dynamics. To investigate my research questions, I rely on both theoretical models and empirical strategies. These two approaches are complementary: theoretical models help to generate tractable implications, while empirical strategies help to test candidate explanations.