Grace Xing Hu                                                                                                  818 K.K.Leung Building

Assistant Professor of Finance                                                                         University of Hong Kong

School of Economics and Finance                                                                   Email: gracexhu@hku.hk

University of Hong Kong                                                                                 Phone: (852)3917-4178

                                                                                        

CV     click here for my CV

 

 

 

Working Papers

 

          Tri-Party Repo Pricing (with Jun Pan and Jiang Wang)  SSRN link New!

 

            Bayesian Inference via Filtering Equations for Ultra-High Frequency Data (I) (with David Kuipers and Yong Zeng), under review  PDF version

           

            Bayesian Inference via Filtering Equations for Ultra-High Frequency Data (II) (with David kuipers and Yong Zeng), under review  PDF version

  

 

 

Publications

 

            Noise as Information for Illiquidity (with Jun Pan and Jiang Wang), Journal of Finance, volume 68, pages 22232772, 2013  PDF version   Noise Measure

 

            Early Peek Advantage? (with Jun Pan and Jiang Wang), Forthcoming, Journal of Financial Economics  PDF version

 

Teaching

 

 Risk Management, MFin

 Quantitative Risk Management, FINA0601

 

Advanced Option Pricing Models, MFin