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Haoxiang Zhu is the Sarofim Family Career Development Professor and 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 interest is in asset pricing, with a particular focus on financial market structure and design. His current research projects include the optimal trading frequency in financial markets, HFT “back-running” strategies, the welfare benefit of “size discovery” mechanisms, the transparency role of financial benchmarks, the design of credit event auctions, the “dollar roll” trading strategy of agency MBS, and the auction implementation of quantitative easing, among others.
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