ZhitingCV.pdf
WORKING PAPER
Macro Finance:
1. Production-Based Asset Pricing with Lumpy Investment: A Novel Sensitivity of External Habit,
(Submitted).
2. A Long-Run Productivity Risks Driving q-Factor Model, (Submitted).
3. The Sensitivity of Risk Premiums to the Elasticity of Inter-temporal Substitution, (Submitted).
TEACHING EXPERIENCE
Postgraduate: Corporate Finance (Postgraduate), Investments (Postgraduate).
Undergraduate: Introductory to Econometrics.
CONFERENCE
2022 British Accounting and Financial Association Conference*; European Financial Management Association Conference*; Asia Meeting of Econometric Society (CUHK Shenzhen).
2021 Southwestern Finance Association Annual Meeting; Royal Economic Society Junior Symposium (Paper Accepted); Africa Meeting of Econometric Society; Asian Meeting of Econometric Society; China Meeting of Econometric Society; International Conference of the French Finance Association (AFFI); Warsaw Money-Macro-Finance Conference; Finance Fourm PhD Mentoring Day; Young Finance Scholar Conference; International Conference on Economic Modeling and Data Science; Computational Economics and Finance Annual Meeting; European Financial Management Association Conference (Paper Accepted); EEA & Econometric Society European Meeting Congress; China International Risk Forum; Annual Meeting of the Academy of Behavioral Finance & Economics (Paper Accepted), Bank of England Money, Macro, and Finance Conference, Financial Management Association Annual Meeting (Paper Accepted).
2020 Computational Economics and Finance Annual Meeting (Paper Accepted); Midwest Economic Theory Conference (Paper Accepted); Royal Economic Society Junior Symposium (Paper Accepted); Graduate Student Chinese Economics Conference; Annual Conference on Asia-Pacific Financial Markets; European Winter Meeting of Econometric Society.
2019 The Scottish Graduate Programme in Economics Residential Conference; Young Finance Scholar Conference; Bank of England Money, Macro, and Finance Annual Meeting.
2018 The UK-China Doctoral Academic Forum Conference.
* coauthor presentation
INVITED SPEECH/SEMINAR
2021 Macroeconomic Short Course: ‘Solving Heterogeneous Agent Macroeconomic Model’ by National Economic Engineering Laboratory, Dongbei University of Finance and Economics; Xiamen University; Jinan University.
GRANTS
2022 The Fundamental Research Funds for the Central Universities: ”The Driving Forces behind a-Factor Asset Pricing Model: Long-Run Risks with Stochastic Volatility”
DISCUSSION
2021 Southwestern Finance Association Annual Meeting (SWFA): ‘The Importance of T-bond Risk in Uncovering a Positive Linear VIX Risk-Return Relation.’, by Naresh Bansal and Chris T. Stivers.
International Conference of the French Finance Association (AFFI): ‘Intraday Cross-Sectional Predictability: Evidence from International Stock Market Indices.’ by Zeming Li, Athanasios Sakkas, and Andrew Urquhart.
2020 Bank of England Money, Macro, and Finance PhD Conference: ‘The Signalling Channel of Negative Interest Rates.’, by Oliver de Groot and Alex Hass.