Contact
- +44 (0)20 7040 5060
- Yue.Zhang.9@bayes.city.ac.uk
About
Overview
Yue is a PhD student at Bayes Business School (formerly Cass), her research focuses on asset pricing and institutional investors, with a particular interest in financial intermediation, market structure, and derivatives.
Yue has a Bachelor's degree from Shanghai University in Financial Management and a Master's from Lancaster University in Advanced Financial Analysis. In 2021, she was awarded the departmental award for “Best MSc Advanced Financial Analysis Dissertation.” Before joining Bayes, Yue worked for hedge funds and commercial banks in China.
Qualifications
- MSc in Advanced Financial Analysis, Lancaster University, United Kingdom, 2020 - September 2021
- BSc in Financial Management, Shanghai University, China, August 2013 - July 2017
Employment
- Visiting Scholar, University of Cambridge, United Kingdom, March - June 2026
- Graduate Teaching Assistant, City, University of London, United Kingdom, October 2024 - present
- PhD Student, Finance, City, University of London, United Kingdom, September 2023 - present
Languages
Chinese (Mandarin) (can read, write, speak, understand spoken, peer review) and English (can read, write, speak, understand spoken, peer review)
Expertise
Primary topics
- Asset Pricing
- Fund Management
- Fixed-Income Investments
- Financial Institutions
Industries
- Asset Management
- Hedge Funds
- Quantitative Finance
Geographic Areas
- London, UK
Research students
1stsupervisor
- Professor Aneel Keswani, Professor in Investment Management
2ndsupervisor
- Xiao Xiao, Reader in Finance
Publications
Working papers (2)
- Keswani, A., Xiao, X. and Zhang, Y. Decoding Derivatives Use in ETFs. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5192922.
- Zhang, Y. Cash versus In-Kind Settlement and ETF Arbitrage Efficiency. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7276780.