Hao Zhou (周皓)

PBC School of Finance, Tsinghua University

43 Chengfu Road, Haidian District, Beijing, 100083, P. R. China

Tel.: +86-10-62790655; E-mail: zhouh at pbcsf dot tsinghua dot edu dot cn

Fields of Interest: Asset Pricing, Macroeconomics, and Central Banking

CV (pdf) and Short Biography (pdf) and Citations

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Award & Honor:

  • “Leverage Network and Market Contagion,” with Jiangze Bian, Zhi Da, and Dong Lou, the WRDS Best Paper Award in Asset Pricing at SFS Cavalcade Asia-Pacific, 2017.
  • “Leverage-Induced Fire Sales and Market Crashes,” with Jiangze Bian, Zhiguo He, and Kelly Shue, China Finance Annual Meeting, Best Paper Award, 2017.
  • “Leverage Network and Market Contagion,” with Jiangze Bian, Zhi Da, and Dong Lou, China Financial Research Conference, Best Paper Award, 2016.
  • “Do Behavioral Biases Affect Order Aggressiveness?” with Jiangze Bian, Kalok Chan, and Donghui Shi, CFA Institute Asia Pacific Capital Market Research Award, 2015.
  • Best Teaching and Mentoring Award (for graduate students), Tsinghua University, 2014.
  • Thousand Talents Program, China, 2014.
  • “Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities,” with Tim Bollerslev and Mike Gibson, Whitebox Selected Research Best Financial Research Paper finalist, 2012.
  • “Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence,” with Tim Bollerslev, James Marrone, and Lai Xu, China International Conference in Finance Best Paper Award, 2011.
  • “Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty,” Crowell Memorial Prize 3rd Place by PanAgora Asset Management, 2010.
  • “Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty,” Chicago Quantitative Alliance (CQA) Academic Competition 3rd Place, 2009.
  • “Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks during the Recent Financial Crisis,” with Xin Huang and Haibin Zhu, BankScope Best Paper Prize of the 22nd Australasian Finance and Banking Conference (AFBC), 2009.
  • “Credit Default Swap Spreads and Variance Risk Premia,” with Hao Wang and Yi Zhou,Imperial College London Centre for Hedge Fund Research (CHFR) Research Proposal Award, 2009.
  • “Credit Default Swap Spreads and Variance Risk Premia,” with Hao Wang and Yi Zhou,Global Association of Risk Professionals (GARP) Research Proposal Award, 2009.
  • “A Framework for Assessing the Systemic Risk of Major Financial Institutions,” with Xin Huang and Haibin Zhu, Bocconi Centre for Applied Research in Finance (CAREFIN) Research Proposal Award, 2008.
  • “Short Course on Asset Pricing Puzzles,” China Center for Economic Research (CCER) of Peking University, Oversea Young Chinese Forum (OYCF) Gregory C. and Paula K. Chow Teaching Fellowship, 2005.