Yao, Chen (Alison)

BS (Tulane University); PhD (University of Illinois at Urbana-Champaign)

Assistant Professor

Contact

Department of Finance

Room 1050, 10/F
Cheng Yu Tung Building
12 Chak Cheung Street
Shatin, N.T., Hong Kong

+852 3943 3215

chenyao@cuhk.edu.hk

Biography

Prof. Chen (Alison) Yao joined The Chinese University of Hong Kong (CUHK) Business School as an Assistant Professor of Finance in 2017. Her primary research interests are high-frequency trading, market microstructure, and empirical asset pricing. Her work on odd-lot trades has a wide policy impact which leads to changes in the US trade reporting rules. Her researches have been published in the Journal of Finance and American Economic Review: Papers and Proceedings. She holds a PhD in Finance from the University of Illinois at Urbana-Champaign. She received her BS in Mathematics with Summa Cum Laude from Tulane University in the United States.

Teaching Area

Financial Management

Research Interest

High-frequency Trading
Market Microstructure
Empirical Asset Pricing