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CV
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, Liquidity, Information Economics, Over-the-Counter Markets, High Frequency Trading
Working Papers
- “Asset Heterogeneity, Market Fragmentation, and Quasi-Consolidated Trading ,” with Zhaogang Song.
- Available at: https://ssrn.com/abstract=3631925
- "Expertise, Information, and Dealer-intermediated OTC Markets,” with Zhaogang Song.
- Available at: https://ssrn.com/abstract=3624307
- Accepted by: 2020 Annual Meeting of the European Finance Association
- “Dealers as Information Intermediaries in Over-the-Counter Market,” with Zhaogang Song.
- Available at: https://ssrn.com/abstract=3351331
- Accepted by: 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
- "Asset Pricing with Cohort-Based Trading in MBS Markets," with Nicola Fusari, Haoyang Liu, and Zhaogang Song.
- "High Frequency Trading with Speed Hierarchies."
- Available at: https://ssrn.com/abstract=2365121
- Presented at WFA 2014 and NFA 2014
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
