YU, Shihao
Full-time Faculty
Assistant Professor of Finance
Lee Kong Chian School of Business
LKCSB
Home Page
Education
| 2023 | PhD in Finance, Vrije Universiteit Amsterdam and Tinbergen Institute |
| 2017 | MPhil in Econometrics, Vrije Universiteit Amsterdam and Tinbergen Institute |
| 2015 | B.A. in Economics, Southwestern University of Finance and Economics |
Current Position(s) Held
| July 2024 - Now | Assistant Professor of Finance Lee Kong Chian School of Business, Singapore Management University |
Awards, Recognition and Honors
- 2019 "KRX Outstanding Paper Award", Asia-Pacific Association of Derivatives
- 2017 Research Talent grant, Netherlands Organization for Scientific Research (NWO)
Research Interest
- Market Microstructure
- Decentralized Finance
Journal Articles (Refereed)
- Wenqian Huang, Albert J. Menkveld, and Shihao Yu (2021). "Central Counterparty Exposure in Stressed Markets." Management Science, 67(6), 3596–3617. https://doi.org/10.1287/mnsc.2020.3601
- Albert J. Menkveld and 342 coauthors. 2023. “Non-Standard Errors.” The Journal of Finance 79(3), 2339-2390. DOI: 10.1111/jofi.13337.