Welcome! I am an associate professor of finance at the Chinese University of Hong Kong.
My research interests involve different aspects of empirical asset pricing, index investing, big data, high-frequency trading, and market microstructure.
Education
Ph.D. in Finance, the University of Illinois at Urbana-Champaign, 2013
B.S. in Mathematics, Tulane University, Summa Cum Laude, Phi Beta Kappa, 2007
Contact Information
The Chinese University of Hong Kong
CUHK Business School
Email: chenyao@cuhk.edu.hk
Phone: +852 3943 3215