Leyla Han

Research Interests

Macro-Finance, Asset Pricing, Macroeconomics.

Teaching Experiences

• Instructor
  Investment Analysis and Portfolio Management (Ug), Boston University, Fall 2021, Fall 2022
• Guest lectures
  University of Southern California Macro-Finance Reading Group, 2022
  HKU Business School Economic Research Workshop/ Recruiting Camp, 2021
• Teaching Assistant
  Macroeconomic Theory (Ph.D), HKU, Fall 2020
  Fixed Income Securities & Interest Rate Modelling (MFin), HKU, Spring 2018
  Economics for Financial Analysis (MFin), HKU, Spring 2017 and Spring 2020
  Macroeconomic Analysis (MEcon), HKU, Fall 2016

Education

• M.Sc. World Economy, Lingnan College, Sun Yat-sen University, China 2015
• B.A. (with distinction), International Economics and Trade, Central South University, China 2013

Selected Publications

• Ai, H., Han, L., Pan, X., Xu, L. (In Press). "The Cross-Section of Monetary Policy Announcement Premium", SSRN Electronic Journal
• Ai, H., Han, L., Pan, X., Xu, L. (2022). "The cross section of the monetary policy announcement premium", Journal of Financial Economics, 143 (1), 247-276

Selected Research Presentations

• Han, J. (Seminar: Federal Reserve Bank of New York) Announcements, Expectations, and Stock Returns with Asymmetric Information, Seminar Invitation, Federal Reserve Bank of New York, 2022
• Ai, H. (Seminar: Purdue) Information-driven volatility (Author but not presenter), Purdue University, 2022
• Ai, H. , Han, J. (Seminar: Toronto) Information-driven volatility, 2022
• Han, J. (Conference: NBER Summer Institute) Information Acquisition and the Pre-Announcement Drift, NBER Summer Institute Capital Markets and the Economy, Boston, 2022
• Han, J. (Discussant) Growth Expectations around FOMC Announcements, by Mikhail Bhatia and Kai Li, China International Conference in Finance, China International Conference in Finance, 2022
• Ai, H. (Conference: SED) Information-Driven Volatility, Society for Economic Dynamics, Madison, 2022
• Han, J. (Conference: WFA) Information-Driven Volatility, Western Finance Association, Portland, US, 2022
• Ai, H. (Seminar: Baruch College) Information-driven volatility (Author but not presenter), Baruch College, 2022
• Han, J. (Conference: U Connecticut) Information Acquisition and the Pre-Announcement Drift, 7th Annual University of Connecticut Finance Conference, Connecticut, 2022
• Han, J. (Conference: TexasAM) Information Acquisition and the Pre-Announcement Drift, 6th Annual Yo ung Scholars Finance Consortium, Texas A&M University, Mays Business School, 2022

Awards And Honors

• 2022, Li Ka Shing Prize
• 2022, Beta Gamma Sigma international membership
• 2021, Northern Finance Association PhD Student Best Paper Award, Northern Finance Association
• 2020, Western Finance Association Cubist Systematic Strategies Ph.D. Candidate Award for Outstanding Research, Western Finance Association