Xiangyu Zhang -School of Finance , Central University of Finance and Economics

Contact Information

Name: Xiangyu Zhang

Address: School of Finance, Central University of Finance and Economics, Shahe Advanced Education Park, Changping District, Beijing, 102206

Education

2019.08-2025.05, Ph.D. in Economics, Arizona State University,

2017.09-2019.05, M.A. in Economics, Simon Fraser University

2014.09-2017.06, M.A. in Quantitative Economics, Xiamen University

2010.09-2014.07, B.S. in Information Management & Information Systems, Jilin University

Work Experience

2025.07-now Assistant Professor, School of Finance, Central University of Finance and Economics

2023.05-2024.06 Instructor, W.P.Carey School of Business, Arizona State University

2020.08-2024.05 Teaching Assistant for Ph.D.-Level Econometrics Courses, W.P.Carey School of Business, Arizona State University

Research Interests

High-dimensional Factor Models, Machine Learning Methods, Financial Econometrics, Economic Forecasting, Asset Pricing, Empirical Finance

Working Paper

[1] Model Selection for General Multi-Level Group Factor Models with Global, Regional, and Local Factors, with Seung C. Ahn

[2] Panel Data Models with Cross-Sectionally Heteroskedastic Data, with Seung C. Ahn

[3] Economic Links and Cross-Sectional Returns: Conditional Factor Pricing Models with Network Augmentation

Publication

“Short-term Exchange Rate Predictability,” Finance Research Letters, 2019(28), 148-152, with Yu Ren, Qin Wang

Referee Service

International Review of Finance

Presentations and Discussions

CEA, MEG, WEAI etc.

上一条：TIAN Shiwen 下一条：Yandi Zhu