Shaojun Zhang

Shaojun Zhang joined the Department of Finance in 2016. She received her Ph.D. in Finance from the NYU Stern School of Business, and holds a B.A. in Economics and Finance from Peking University. Prior to Fisher, she was an assistant professor of Finance at the University of Hong Kong.  Shaojun's research spans asset pricing, international finance, and macro finance. She is the recipient of research grants from Research Grants Council (RGC) of Hong Kong, and Seed Funding for Basic Research (HKU). She teaches Derivatives at HKU and Investment at Fisher.

 

Limited Risk Sharing and International Equity Returns, forthcoming, Journal of Finance

Dissecting Currency Momentum

Housing Cycle and Exchange Rates (with Sai Ma)

Housing Risk and the Cross-Section of Returns Across Many Asset Classes (with Sai Ma)

Systemic Default and Return Predictability in the Stock and Bond Market (with Jack Bao and Kewei Hou)