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 expert for the US Commodity Futures Trading Commission (CFTC) and the Bank for International Settlements (BIS), 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 2017 Amundi Smith Breeden Prize (First Prize) from the Journal of Finance, the 2016 AQR Insight Award Prize (First Prize), the 2015 Kepos Capital Award for Best Paper on Investments from the Western Finance Association, 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 Revised Working Papers (within approximately the last 12 month)
Market Design in Action (my proposals for addressing some current market design problems)
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)