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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
- High Frequency Trading, Market Microstructure, Liquidity, Information Economics
Working Papers
- Dealers as Information Intermediaries in Over-the-Counter Markets (SSRN Link), with Zhaogang Song. 2019.
- MBS Heterogeneity, with Zhaogang Song and Nicola Fusari. 2019.
- High Frequency Trading with Speed Hierarchies (SSRN link), presented at WFA 2014 and NFA 2014.
- The Fast and the Faster: Trading Frequency, Liquidity, and Information Production.
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
