Shao, Shidong

PhD student, Year 2

Department of Finance

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

Ready to Kick Start Your Research Journey?

Contact us to find out more about CUHK MPhil-PhD Programmes.