Dr Cheng Zhang

Dr Cheng Zhang profile picture

Lecturer School of Economics and Finance

Courses

Teaching in 2019

Qualifications

BS, Shandong University, China
MPhil, Tilburg University, The Netherlands
PhD, London School of Economics, UK

Research interests

Empirical and Theoretical Asset Pricing, Derivative Markets, Liquidity, Financial Econometrics, Security Lending Markets

Publications

  • 'From funding liquidity to market liquidity: Evidence from the index options market' (with Chunbo Liu and Zhiping Zhou), The Journal of Futures Markets, 38, 10 (2018), pp. 1189-1205.

Working papers

  • 'The Effect of options on liquidity and asset returns'
  • 'Dynamic equilibrium with rare events and value-at-risk constraint'

Courses

Teaching in 2019