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Jian Hua

Assistant Professor of Finance

Assistant Professor of Economics and Finance

(646) 312-3487


BS University of Washington Economics 2004
BS University of Washington Computer Science 2004
PhD University of Pennsylvania Economics 2010

Areas of Expertise:

Empirical Asset Pricing, Time Series Econometrics

Selected Publications:

"Make-Take Structure and Market Quality: Evidence from the U.S. Options Markets."(with Amber Anand and Tim McCormick)  Management Science, 2016, 62(11), 3271-3290.

"Forecasting the Return Distribution Using High-Frequency Volatility Measures." (with Sebastiano Manzan) Journal of Banking and Finance, 2013, 37(11), 4381-4403.

"Forecasting the Yield Curve with Survey Information." (with Jack C. Francis) Journal of Portfolio Management, 2012, 38(3), 149-155.

Professional Activities:

Referee: Review of Economics and Statistics, Journal of Applied Econometrics, Journal of Banking and Finance, Journal of Forecasting, the B.E. Journal of Macroeconomics, Review of Quantitative Finance and Accounting, Journal of Risk

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