Zhengyang Xu

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).