谢沛霖

助理教授

美国康奈尔大学经济学博士


电话:

电子邮件:ph77@cornell.edu

办公室:经济楼D316

个人主页:http://ph7795.wix.com/peilinhsieh

个人简介 研究成果 研究项目

FIELDS OF CONCENTRATION
Primary Fields: Financial Economics, Financial Econometrics
Secondary Fields: Market Microstructure, Behavior Finance

EDUCATION
Ph.D., Economics, Cornell University, 2013
DISSERTATION TITLE: “Essays on Volatility”
Committee Chairmen: Professor Robert Jarrow (co-chair) and Professor Yongmiao Hong (co-chair)

M.S., Finance, University of Maryland, College Park (January, 2003)
B.S., Management Science, National Chiao Tung University, TW (May, 1999 with Phi-Tau-Phi Scholastic Honor)

WORKING PAPERS
“Linking the Belief-Base Quoting Strategy to Volatility”
“United States Political Cycle Impact on Drift, Volatility and Jump Process of Stock Market Return” with Sai Man Kwok.