Curriculum Vitae SSRN Page
Assistant Professor of Finance
Carey Business School
Johns Hopkins University
email@example.com or firstname.lastname@example.org
100 International Dr, Baltimore, MD 21202
PhD in Finance, University of Maryland, College Park, 2014
PhD in Civil Engineering and MS in Statistics, Purdue University, West Lafayette, 2008
MS in Civil Engineering, Tsinghua University, Beijing, China, 2004
BS in Electronics Engineering, Zhejiang University, Hangzhou, China, 2001
Market Microstructure, Over-the-Counter Markets, Liquidity, Information Economics, Mortgage-backed Securities, High Frequency Trading
"Asset Pricing with Cohort-Based Trading in MBS Markets," with Nicola Fusari, Haoyang Liu, and Zhaogang Song.
Revise and resubmit at Journal of Finance.
FRB of New York Staff Report No. 931.
Freddie Mac, JHU, UIC, and USC Marshall
“Cohort Trading and Security Design: Theory and Evidence from Agency MBS Markets,” with Yu An and Zhaogang Song.
33rd Australasian Finance and Banking Conference, MFA 2021, and NY Fed.
"Dealer Expertise and Market Concentration in OTC Trading,” with Zhaogang Song.
Previously circulated under the title “Expertise, Information, and Dealer-intermediated OTC Markets.”
EuroFA 2020, JHU, UMD
“Asset Heterogeneity, Market Fragmentation, and Quasi-Consolidated Trading ,” with Zhaogang Song.
“Dealers as Information Intermediaries in Over-the-Counter Market,” with Zhaogang Song.
Finance Theory Group Summer School 2019, European Summer Symposium in Financial Markets 2019, 15th Annual Central Bank Conference on the Microstructure of Financial Markets 2019, DC Juniors Conference 2019, Fed Board, JHU, Cornell, Rutgers
Being revised; new version available soon.
"High Frequency Trading with Speed Hierarchies."
WFA 2014, NFA 2014
BU.232.710 Derivatives at Johns Hopkins University
BMGT 446 International Finance at University of Maryland, College Park.
Cubist Systematic Strategies Ph.D. Candidate Award for Outstanding Research by the WFA, 2014
NASDAQ OMX Group Educational Foundation Dissertation Grant, 2013-2014