Shao, Shidong
PhD student, Year 3
Research Interest
Empirical Asset Pricing
Market Microstructure
High-Frequency Trading
- Publications and working papers
- Options Order Imbalance, News Releases, and Intraday Return Predictability (with Tse-Chun Lin and Xingguo Luo)
- Model-Free or Weighted Implied Volatility Method? (with Xianli Du, Xingguo Luo amd Jiawei Yuan) Revised and resubmitted to China Journal of Econometrics
- The Skewness Information of Chinese Option Market (with Xingguo Luo and Xiaoli Yu) Presented on International Conference on Futures and Other Derivatives (2021)
- Conference Presentations
- 10th International Conference on Futures and Other Derivatives, Nanning, China (Online Conference), Dec 11, 2021.
- Awards & Honours
- MSc Financial Engineering Scholarship, NTU, 2021
- Excellent Graduate, ZJU, 2021
- The Zhejiang University Scholarship-Third Prize, ZJU, 2018-2020
- The Academic Excellent Award, ZJU, 2018-2020
- The Meritorious Winner of Mathematical Contest in Modeling, COMAP, 2020