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Shaojun Zhang

Shaojun Zhang

Assistant Professor

Finance

Background

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 is 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.

 

Areas of Expertise

Finance

  • Asset Pricing
  • Theoretical and Empirical Asset Pricing

International

  • International Finance

Education

Ph.D. and M.Phil. in Finance, New York University, Stern School of Business
B.A., Finance, Peking University

Working Papers

Limited Risk Sharing and International Equity Returns 


Systemic Default and Return Predictability in the Stock and Bond Markets

 

Courses

  • BUSFIN 4221 - Investments

    Skills for valuation and theories and applications of CAPM, APT, and efficient markets; investment options, forwards and futures, interest rate parity, and relevant market regulation. Prereq: 3220, BusMgt 2320, 2321, and BusMHR 2292. Not open to students with credit for 722, 4220 or 4222.

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