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.


Areas of Expertise

  • Asset Pricing
  • Macroeconomics
  • International Finance


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


Limited Risk Sharing and International Equity Returns, April 2021, Journal of Finance

Dissecting Currency Momentum, forthcoming, Journal of Financial Economic

Factor Construction Zoo: Are Factor Exposures Created Equal? forthcoming, Journal of Portfolio Management

Toward Tax Efficient Low Volatility Investing, forthcoming, Journal of Portfolio Management