Personal Profile

Shenzhen Audencia Financial Technology Institute, WeBank Institute of Fintech, Shenzhen University
3688 Nanhai Avenue, Nanshan District, Shenzhen

Education Experience

City University of Hong Kong
Ph.D. in Finance, College of Business June 2022

Johns HopkinsUniversity
M.S. in Finance, Carey Business School August 2016

Rutgers, The State University of New Jersey
B.S. in Finance, Rutgers Business School January 2015
• Honors: Cum laude

Research Interests

Empirical Asset Pricing, Fixed Income, Market Microstructure

1.Chen, H., & Zhang, Y.*, Research on the effect of firm-specific investor sentiment on the idiosyncratic volatility anomaly: Evidence from the Chinese market. Pacific-Basin Finance Journal,2023, 81, 102114.
2.Wang, C., Wang, J., Wu, C., & Zhang, Y.*, Voluntary disclosure in P2P lending: Information or hyperbole? Pacific-Basin Finance Journal, 2023, 79, 102024.
3.Gong, X., Ye, X., Zhang, W., & Zhang, Y.*, Predicting energy futures high- frequency volatility using technical indicators: The role of interaction. Energy Economics, 2023, 119, 106533.