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Curriculum Vitae
Appointment
Education
Research Interests
Working Papers
Work in Progress
Selected Honors
Teaching
Appointment
- Assistant Professor of Finance, Carey Business School, Johns Hopkins University. 2014-now.
Education
- PhD in Finance, University of Maryland, College Park, 2014
- PhD in Civil Engineering and MS in Statistics, Purdue University, West Lafayette, 2008
- MS in Civil Engineering, Tsinghua University, Beijing, China, 2004
- BS in Electronics Engineering, Zhejiang University, Hangzhou, China, 2001
Research Interests
- Market Microstructure, Over-the-Counter Markets, Liquidity, Information Economics, Mortgage-backed Securities, High Frequency Trading
Working Papers
- "Asset Pricing with Cohort-Based Trading in MBS Markets," with Nicola Fusari, Haoyang Liu, and Zhaogang Song.
- Revise and resubmit at Journal of Finance.
- FRB of New York Staff Report No. 931.
- Freddie Mac, JHU, UIC, and USC Marshall
- “Cohort Trading and Security Design: Theory and Evidence from Agency MBS Markets,” with Yu An and Zhaogang Song.
- 33rd Australasian Finance and Banking Conference, MFA 2021, and NY Fed.
- Submitted.
- "Dealer Expertise and Market Concentration in OTC Trading,” with Zhaogang Song.
- Previously circulated under the title “Expertise, Information, and Dealer-intermediated OTC Markets.”
- EuroFA 2020, JHU, UMD
- Submitted.
- “Asset Heterogeneity, Market Fragmentation, and Quasi-Consolidated Trading ,” with Zhaogang Song.
- MFA 2021
- “Dealers as Information Intermediaries in Over-the-Counter Market,” with Zhaogang Song.
- Finance Theory Group Summer School 2019, European Summer Symposium in Financial Markets 2019, 15th Annual Central Bank Conference on the Microstructure of Financial Markets 2019, DC Juniors Conference 2019, Fed Board, JHU, Cornell, Rutgers
Work in Progress
- Persistent Bilateral Relationships in OTC Markets, with Zhaogang Song and Semih Uslu.
Selected Honors
- Cubist Systematic Strategies Ph.D. Candidate Award for Outstanding Research by the WFA, 2014
- NASDAQ OMX Group Educational Foundation Dissertation Grant, 2013-2014
Teaching
- BU.232.710 Derivatives at Johns Hopkins University
- BMGT 446 International Finance at University of Maryland
