Assistant Professor of Finance
Haoxiang Zhu is an Assistant Professor of Finance at the MIT Sloan School of Management.
Zhu works mainly on asset pricing and financial market structure and design. His research probes how the designs of financial markets affect asset price behavior, liquidity, and efficiency. Zhu's recent papers investigate the effect of dark pools on price discovery and liquidity, the design of CDS auctions, search and pricing in OTC markets, the term structure of interest rates, and the central clearing of OTC derivatives.
Zhu holds a BA in mathematics and computer science from the University of Oxford and a PhD in finance from the Stanford University Graduate School of Business.
Current Research Focus: Zhu’s research focuses on asset pricing and financial market structure. His recent projects investigate the welfare effect of high-speed trading, dark liquidity and market fragmentation, the design of credit event auctions, the auction implementation of quantitative easing, the role of commodities as financing collateral, and dynamic information asymmetry, among others.
For more background on this faculty member's research and academic initiatives, please visit the MIT Sloan faculty directory.
Tel: (617) 253-2478
Tel: (617) 253-7006