Dr Jinji Hao

Dr Jinji Hao profile picture

Lecturer School of Economics and Finance

Courses

Teaching in 2019

Personal homepage

Jinji's Personal homepage

Qualifications

BS Fudan University
MA Peking University
MFin The University of Hong Kong
PhD Washington University in St. Louis

Research interests

Financial Economics, Derivatives, Banking

Publications

  • 'GARCH option pricing models, the CBOE VIX, and variance risk premium' (with Jin E. Zhang), Journal of Financial Econometrics, 11 (2013), pp. 556-580.

Working Papers

  • A model-free tail risk index and its return predictability
  • Shadow banking and asset pricing
  • News coverage of intermediation and stock returns

Courses

Teaching in 2019