Associate Professor of Finance, MIT Sloan School of Management
Faculty Research Fellow, NBER
100 Main Street E62-623, Cambridge, MA 02412
Email: zhuh at mit dot edu
Research Interest: Asset Pricing, Market Structure, Market Design
Haoxiang Zhu is an Associate Professor of Finance at the MIT Sloan School of Management, and a Faculty Research Fellow at the National Bureau of Economic Research. He is also an academic consultant of the US Commodity Futures Trading Commission, a member of the Federal Reserve Bank of Chicago's Working Group on Financial Markets, and a member of the Finance Theory Group.
His main research interests are broadly in asset pricing and specifically in market structure and market design. His work has been published in Review of Economic Studies, Journal of Finance, Review of Financial Studies, and Journal of Financial Economics, among others. Zhu's research has won several awards, including the 2016 AQR Insight Award, Best Paper Prize in Asset Pricing at the 2015 Western Finance Association annual meeting, and the 2013 Review of Financial Studies Young Researcher Prize. In 2016, he was named one of the 40 under 40 Best Business School Professors by Poets and Quants.
Zhu holds a BA in Mathematics and Computer Science from the University of Oxford and a PhD in Finance from Stanford University Graduate School of Business.
Recently Accepted Papers
Recently Revised Working Papers
Publications/Forthcoming Articles (in reverse chronological order)
This paper large subsumes Welfare and Optimal Trading Frequency in Dynamic Double Auctions, with Songzi Du, December 2015 (NBER Working Paper 20588)