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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