Overview
Biao YANG
- Department:Finance
- Phone:+86 (0)21 52301573
- Title:Assistant Professor
- Email:biao.yang@sjtu.edu.cn
Education Background:
PhD in Economics and Finance, Bocconi University, Italy, 2022
MS in Finance, Peking University, China, 2017
BS in Physics, Nanjing University, China, 2013
Research Interest:
Financial economics, Macro-finance, Climate finance
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Publication:
Stock Market Uncertainty and Economic Fundamentals: an Entropy-Based Approach (with Ahn, K., Lee, D., Sohn, S.), Quantitative Finance, 19:7, 1151-1163, 2019
Working Papers:
Explaining Greenium in a Macro-Finance Integrated Assessment Model
Green Investing, Information Asymmetry, and Category Learning (with Shasha Li and Kai Li)
Generalized Black-Scholes Option Pricing and Investor Sentiment (with Changyong Ha and Kwangwon Ahn)
Academic Writing, Guidance and Ethics
Research Methods and Academic Writing
Empirical Asset Pricing