Haoxiang Zhu

Assistant Professor of Finance

Biography | Selected Publications

Haoxiang Zhu

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 interest is in asset pricing, with a particular focus on financial market structure. His current research projects include the welfare effect of high-speed trading, HFT “front-running”, measuring dark liquidity, financial benchmarks, the design of credit event auctions, and the use of commodities as financial collateral, among others.

Full curriculum vitae



Contact Information
Office: E62-623
Tel: (617) 253-2478
E-mail: zhuh@mit.edu
Support Staff
Name: Robert Kissinger
Tel: (617) 253-7006

General Expertise
Asset management; Asset pricing; Auctions; Bankruptcy; Bond markets; Bond negotiations; Bond pricing; Capital budgeting; Capital controls; Capital market; Central banks; Corporate finance; Currency; Currency management; Debt; Derivatives; Dodd-Frank Act; Equities; Euro; Exchange rates; Finance; Financial institutions; Financial markets; Futures; Governmental financial institutions; High frequency trading; Liquidity; London Interbank Offered Rate (LIBOR); Market microstructure; Microeconomics; Municipal bonds; Mutual funds; NASDAQ; New York Stock Exchange (NYSE); Options; Portfolio choice; Portfolio design and management; Price fixing; Pricing; Regulation; Risk capital; Risk management; Securities and Exchange Commission (SEC); Securitization; Security prices; Stock exchange; Stock exchange consolidation; Stock market; Stock options; Stock trading; Trading decisions; Trading gains and losses; Treasuries; Valuation; Wall Street