Introduction

Personal Information

Welcome!!!

I am Tianjiao, a PhD student under the supervision of Dr Pakorn (Beam) Aschakulporn and Professor Jin E. Zhang in the Department of Accountancy & Finance at University of Otago , Dunedin , New Zealand .

Research

Interests & Publications

Research interests


My research interests is primarily in the area of Derivatives and Quantitative Finance.


Publications



Does short-term momentum exist in China?, with Tian Yue and Xinfeng Ruan, Pacific-Basin Finance Journal, 2023, 77, 101920.


Working papers



Covid-19 tail risk in the Euro-Dollar option market, with Xinfeng Ruan, Professor Jin E. Zhang and Pakorn (Beam) Aschakulporn .