Zhengyang Xu
Assistant Professor of Finance at the City University of Hong Kong
Expertise
Links
Biography
RESEARCH INTERESTS
- Asset Pricing, Investor Behavior, Learning
Education
- Doctor of Philosophy (Ph.D.) University of Michigan - Stephen M. Ross School of Business (2014 — 2020)
- Master's degree University of Pennsylvania (2012 — 2014)
- Bachelor's degree Fudan University (2008 — 2012)
Companies
- Assistant Professor of Finance City University of Hong Kong (2020)
- Research Assistant University of Michigan - Stephen M. Ross School of Business (2014 — 2020)
- Instructor University of Michigan - Stephen M. Ross School of Business (2017 — 2017)
- Intern HSBC (2012 — 2012)
PUBLICATIONS
- “Asset Pricing with Fading Memory” (with Stefan Nagel).
Review of Financial Studies, forthcoming
WORKING PAPERS
- “Expectation Formation in the Treasury Bond Market”
- “Dynamics of Subjective Risk Premia” (with Stefan Nagel).
WORK IN PROGRESS
- Empirical Evaluation of Asset Pricing Models with Learning (with Stefan Nagel).
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