Xinyi Zhang

Research Interests

Empirical Asset Pricing, Financial Econometrics

Education

• 2020 - 2025: PhD in Finance and Econometrics, Warwick Business School, University of Warwick
• 2019 - 2020: MSc. in Finance (Top 10%), Warwick Business School

Seminar Teaching

• IB93F0 Research Methodology (2021-2022, 2023-2024)
• IB9520 Research Methodology for Financial Management (2021-2022, 2023-2024)

Current Research

• Misspecification and weak identification in non-traded factor zoo, joint with Amedeo Andriollo, Cesare Robotti, and Giulio Rossetti.
• Pure momentum, joint with Roberto Renò and Roméo Tédongap.
• Why is crypto premium so high?, joint with Roberto Renò.

Supervisors

Prof. Philippe Mueller, Prof. Cesare Robotti, and Prof. Roméo Tédongap(ESSEC)