I am a PhD Candidate in Economics at George Washington University, specializing in financial bubbles.
My dissertation research develops a search model to endogenously explain the two key stylized facts of bubbles: abnormally high asset prices and high trading volumes. I am applying this framework empirically using simulation-based structural estimation (SMLE) to data from markets such as the stock market, housing and cryptocurrency.
Contact me
qingyu_liu@gwu.edu