Biography

Dr. Grace Xing HU received her Ph.D. in Economics from Princeton University, and joined The University of Hong Kong as Assistant Professor of Finance in 2011.  She also holds a B.S. in Computer Science from the University of Science and Technology of China, and a M.S. from Northwestern University. 

Grace’s research focus is on empirical asset pricing, in particular, liquidity, credit risk and financial crises.  For more details of her research and teaching, please visit her personal webpage: https://www.sef.hku.hk/~gracexhu.

Area of Interest
  • Empirical Asset Pricing
  • Credit Risk
  • Liquidity
  • Financial Crisis
Education
  • Ph.D., M.A., Princeton University
  • M.S., Northwestern University
  • B.S., University of Science and Technology of China
Selected Publications
  • “Early peak Advantage,”
    (with Jun Pan and Jiang Wang), Journal of Financial Economics, forthcoming.
  •  “Noise as Information for Liquidity,”
    (with Jun Pan and Jiang Wang), Journal of Finance, volume 68, 2013, pp. 2223-2772.
Working Papers
  • Tri-party Repo Pricing
    (with Jun Pan and Jiang Wang), Under Review
  • Bayesian Inference via Filtering Equations for Ultra-High Frequency Data (I): Model and Estimation
    (with Yong Zeng and David Kuipers), Under Review
  • Bayesian Inference via Filtering Equations for Ultra-High Frequency Data (II): Model Selection
    (with Yong Zeng and David Kuipers), Under Review
  • Dividend Announcement Effect in Chinese Market
    (with Cathy Fang and Jiang Wang)
  • Cross-section Return in Chinese Market
    (with Can Chen, Yuan Shao and Jiang Wang)