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Dr. Grace Xing HU

Finance

Assistant Professor

[ Personal Website ]

3917 4178
Dr. Grace Xing HU

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Biography

Dr. Grace Xing HU received her Ph.D. in Economics from Princeton University, and joined The University of Hong Kong as Assistant Professor of Finance in 2011.  She also holds a B.S. in Computer Science from the University of Science and Technology of China, and a M.S. from Northwestern University. 

Grace’s research focus is on empirical asset pricing, in particular, liquidity, credit risk and financial crises.  For more details of her research and teaching, please visit her personal webpage: https://www.sef.hku.hk/~gracexhu.

Area of Interest

  • Empirical Asset Pricing
  • Credit Risk
  • Liquidity
  • Financial Crisis

Education

  • Ph.D., M.A., Princeton University
  • M.S., Northwestern University
  • B.S., University of Science and Technology of China

Selected Publications

  • “Early peak Advantage,”
    (with Jun Pan and Jiang Wang), Journal of Financial Economics, forthcoming.
  •  “Noise as Information for Liquidity,”
    (with Jun Pan and Jiang Wang), Journal of Finance, volume 68, 2013, pp. 2223-2772.

Working Papers

  • Tri-party Repo Pricing
    (with Jun Pan and Jiang Wang), Under Review
  • Bayesian Inference via Filtering Equations for Ultra-High Frequency Data (I): Model and Estimation
    (with Yong Zeng and David Kuipers), Under Review
  • Bayesian Inference via Filtering Equations for Ultra-High Frequency Data (II): Model Selection
    (with Yong Zeng and David Kuipers), Under Review
  • Dividend Announcement Effect in Chinese Market
    (with Cathy Fang and Jiang Wang)
  • Cross-section Return in Chinese Market
    (with Can Chen, Yuan Shao and Jiang Wang)

For a full and up-to-date profile, please visit https://www.sef.hku.hk/~gracexhu

Contact

Office Room 818, KK Leung Building
Tel. (852) 3917 4178
Email gracexhu@hku.hk
Website http://www.sef.hku.hk/~gracexhu/

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