Southern University of Science and Technology (SUSTech) is a public university founded in the Shenzhen Special Economic Zone of China.
SUSTech offers an unparalleled learning and research experience at the scientific and technological frontiers.
SUSTech offers unprecedented opportunities for undergraduate and graduate students to work alongside the faculty to explore and tackle both fundamental and practical problems.
The Global Engagement Office (GEO) is responsible for forming and implementing a coherent strategy to promote the University’s international development and global profile.
The undergraduate admission of SUSTech adopts comprehensive evaluation enrollment mode based on national college entrance examination.The graduate admission of SUSTech currently adopts joint training mode.
The main duties of SUSTCEF is to accept the donations from the domestic and foreign associations, enterprises, trading companies and individuals, and establish the funding projects depending on the demands of the university and the wishes of the donors.
◆ 2009/02－2013/12 Assistant Professor in Finance, Chinese Academy of Finance & Development (CAFD), Central University of Finance & Economics (CUFE), Beijing
◆ 2008/01－2009/01 Research Consultant, Opto Global Macro LLC, New York
◆ 2006/04－2008/01 Senior Business Analyst, Algomod Corp., New York
◆ 2001/01－2001/12 Risk Management System Specialist, Finansium Oy, Sweden & Finland
◆ 1997/08－2000/09 Financial Analyst / Risk Assistant, Qintai Securities Corp., Beijing
◆PhD (finance), University of Texas at San Antonio (AACSB-accredited) ,
◆Advanced Financial Engineering PhD course (IEOR E6703), Columbia University,
◆Master of Science in Computational Finance, Swedish School of Economics & Business Administration (HANKEN),10/2000－05/2002
◆B.Econ. in Investment Economics, Central U. of Finance and Economics, Beijing, China
Honors & Awards：
◆ Paper among the top-10 downloads in behavioral finance on www.ssrn.com (2010)
◆ The Best Tutor of the 2nd Hongji Private Equity contest (2011)
◆ Advisory Committee member of the 3rd Hongji Private Equity contest (2012)
◆ Shenzhen Leadership talents (2013)
* “Intraday asymmetric volatility and asymmetric liquidity”, accepted by the Journal of
Empirical Finance (Top 5 finance journal. Corresponding author, with Xiaoneng Zhu)
* “A Regime-Switching Nelson-Siegel Term Structure Model and Interest Rate
Forecasts”, Journal of Financial Econometrics, Volume 11(3), Page 522-555(2013)
(with Xiaoneng Zhu)
* “Convergence to efficiency in FTSE-100 futures market”, International Journal of
Financial Markets and Derivatives, Volume 1(3), Pages 243–257(2010) (with Donald
* “Price discovery in the foreign exchange futures market”, Journal of Futures Markets,
Volume 26, Issue 11, Pages 1131–1143(2006) (with Y. Tse and J. K. W. Fung)
* “Market quality and price discovery: Introduction of the E-mini energy futures”,
Global Finance Journal, Volume 16, Issue 2, Pages 164–179(2005) (with Y. Tse)
◆Anonymous Referee: Journal of Banking & Finance, International Journal of Business