About Me

I am an assistant professor of finance at the Chinese University of Hong Kong (CUHK).

My research Interests involve different aspects of high-frequency trading, market microstructure, and liquidity.  Before joining CUHK, I was an assistant professor of finance at Warwick Business School in the United Kingdom from 2013 to 2017.   I have been teaching courses in market microstructure to Ph.D students and courses in corporate finance to MBA and Master's students.

                          • 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
                          • Office Phone: +852 3943 3215