Jian Hua
Associate Professor at Zicklin School of Business
Schools
- Zicklin School of Business
Links
Biography
Zicklin School of Business
Academic Degrees
BS, University of Washington, Economics, 2004
BS, University of Washington, Computer Science, 2004
PhD, University of Pennsylvania, Economics, 2010
Areas of Expertise
Empirical Asset Pricing, Time Series Econometrics
Publications
Make-Take Structure and Market Quality: Evidence from the U.S. Options Markets. (with Amber Anand and Tim McCormick) Management Science, 2016, 62(11), 3271-3290.
Forecasting the Return Distribution Using High-Frequency Volatility Measures. (with Sebastiano Manzan) Journal of Banking and Finance, 2013, 37(11), 4381-4403.
Forecasting the Yield Curve with Survey Information. (with Jack C. Francis) Journal of Portfolio Management, 2012, 38(3), 149-155.
Read about executive education
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Stephen M. Ross School of Business
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