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Assistant Professor
Lingxiao Zhao
Ph.D. in Economics, Washington University in St. Louis
Research Interests: Asset Pricing, Model Comparison, Bayesian Econometrics, High-frequency Financial Econometrics
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0755-26038442
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lingxiao@phbs.pku.edu.cn
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Office:Rm 613, PHBS Building
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CV
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Biography
Research Interest
Asset Pricing, Model Comparison, Bayesian Econometrics, High-frequency Financial Econometrics

Education
Ph.D. in Economics, Washington University in St. Louis (WUSTL), May 2020
M.A. in Economics, Washington University in St. Louis (WUSTL), May 2016
B.S. in Mathematics, Wuhan University, June 2014
B.A. in Economics, Wuhan University, June 2014
Publications
On Comparing Asset Pricing Models," with Siddhartha Chib and Xiaming Zeng.
Journal of Finance, February 2020.
 
Working Papers
"Winners from Winners: A Tale of Risk Factors," with Siddhartha Chib, Dashan Huang, and Guofu
Zhou.
"Jump Detection for High-frequency Financial Data in the Presence of Market Microstructure Noise"