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Jingzhi Chen
PhD Student

Profile

Biography

Jingzhi is a PhD student at Department of Economics, under the supervision of Professor Yongcheol Shin. He is interested in financial econometrics, asset pricing and behavioural finance. His current research includes: the regime-switching two-period generalized ECM with an application to the limits to arbitrage; arbitrageur heterogeneity and its impact on asset pricing with an application to test the sources of value anomaly, idiosyncratic against fundamental risk.

Jingzhi awarded his Msc. Degree with distinction from the University of York in Mathematical finance, working on commodity market and stochastic volatility. He completed Bachelor degree from the Southwestern University of finance and Economic (SWUFE), China with a major in Finance. 

Teaching

Undergraduate

  • Macroeconomic 2 (Autumn, 2013, Spring and Summer, 2014, and Spring, 2015)
  • Commodity Market (Spring, 2015)

Research

Overview

  • Behavioural finance, limits of arbitrage, financial econometrics

Available PhD research projects

  • Nonlinear Price Dynamic of Limited Arbitrage
  • Arbitrage heterogeneity and value anomaly

Supervision

TAP members:

Jingzhi Chen

Jingzhi Chen
PhD Student
Department of Economics

jzc500@york.ac.uk