I am an Assistant Professor of Finance at Peking University, HSBC Business School. My research focuses on Asset Pricing and Market Microstructure with particular interests in U.S. Equities Markets.
Contact Information
Room 1.1.14
PHBS UK, Foxcombe Hall
Oxford, OX1 5ET, United Kingdom
EDUCATION
Ph.D. Economics, Northwestern University, 2022
M.Sc. Finance and Economics (Research), London School of Economics, 2020
M.A. Economics, Northwestern University, 2017
M.A. Economics, Bogazici University, 2016
B.A. Management & Economics (double-major), Bogazici University, 2014
Fields of Specialization: Empirical Asset Pricing, Market Microstructure, Data Economy and Artificial Intelligence
Curriculum Vitae: Download Vita [PDF]
RESEARCH
Working Papers
When Exchanges Are Not Exchanges: Evidence From Two Types of Dark Trading [SSRN] (with Mao Ye)
Presentations: MFA 2025 (scheduled); 8th SAFE Market Microstructure Conference; The Microstructure Exchange; AFA 2024; First CUHK-RAPS Conference on Asset Pricing and Investment (*); Econometric Society North American Summer Meeting 2023; Econometric Society Asian Summer Meeting 2023; 7th PKU-NUS Annual Conference on Quantitative Finance and Economics; Cornell University, Indiana University (*), Lehigh University (*), Renmin University of China (*), Syracuse University (*), Tsinghua University PBCSF, University of Hong Kong (*).
Fragmentation, Market Structure and Asset Pricing (with Shengxing Zhang)
Earnings Guidance and Price Informativeness: The Role of Media [PDF]
Presentations: FMA 2022 Asia/Pacific Conference; 3rd CUHKSZ-PHBS Workshop; FMA 2022 Annual Meeting in Atlanta; FMA 2022 European Conference in Lyon; Econometric Society African Meeting 2022; RCEA 2022
Best Paper Award Semifinalist, FMA 2022 Annual Meeting
Asset Complementarity, Coordination and Transparency of Information [PDF] (with Unal Zenginobuz)
Presentations:Â 5th World Congress of the Game Theory Society; Logic and the Foundations Of Game and Decision Theory; All-Istanbul Economics Workshop