I am an Assistant Professor of Finance at the Robert H. Smith School of Business at the University of Maryland in College Park. I received my PhD in Finance from Washington University in St. Louis in 2011. And I received a Master of Science in financial mathematics from National University of Singapore and a Bachelor of Science in mathematics from Nankai University.
Theoretical and empirical asset pricing and market microstructure
My research includes both theoretical and empirical work. My recent work focuses on studying the implications of smooth trading with overconfidence and market power. My recent work also includes understanding the effects of market frictions such as margin requirements, information asymmetry, transaction costs, and imperfect competition on asset prices, market volatility, market illiquidity, and social welfare.