ZHOU Wenyu

Assistant Professor, MCS Programs Director

Dr. ZHOU Wenyu is currently an assistant professor of economics at ZIBS. He received his Ph.D. in Economics from University of California, Los Angeles (UCLA) in 2020. Before that, he earned a M.S. degree in Statistics and a M.A. degree in Economics from UCLA in 2019 and 2017. He completed undergraduate studies at Guanghua School of Management, Peking University and received a B.A. degree in Finance and a B.S. degree in Applied Mathematics in 2015. His research interests include theoretical econometrics, empirical asset pricing, and digital economics. His paper has been published in Journal of Financial Economics, Economics Letters. He has also served as a referee for several leading economics journals, such as Journal of Econometrics, Econometric Theory and Economics Letters.

Education

12/2020, PhD in Economics, UCLA
03/2019, M.S. in Statistics, UCLA
03/2017, M.A. in Economics, UCLA
07/2015, B.A. in Finance, Peking University
07/2015, B.S. in Applied Mathematics, Peking University

Work Experience

03/2021 – Present, Assistant Professor of Economics, Zhejiang University

Publications

Journal Articles

[1] Machine Learning in the Chinese Stock Market, (with M. Leippold and Q. Wang), Journal of Financial Economics, August 2022, Volume 145, Page 64-82.
[2] Macroeconomics Matter: Leading Economic Indicators and the Cross-Section of Global Stock Returns, (with H. Long, A. Zaremba and E. Bouri), Journal of Financial Markets, November 2022, Volume 61.
[3] Real Estate Climate Index and Aggregate Stock Returns: Evidence from China, (with Y. Jiang, T. Fu, H. Long, A. Zaramba), Pacific-Basin Finance Journal, October 2022, Volume 75, 101841.
[4] A Network Social Interaction Model with Heterogenous Links, Economics Letters, July 2019, Volume 180, Page 50-53.
[5] Is Tail Risk Priced in the Cross-Section of Chinese Mutual Fund Returns? (with L. Yang, Y. Long, H. Long, A. Zaramba), Finance Research Letters, December 2022, Volume 50, 103298.
[6] Uniform Nonparametric Inference with Spatially Dependent Panel Data: The xtsreg Command, (with J. Li and Z. Liao), forthcoming at The Stata Journal.
[7] Conditional Evaluation of Predictive Models: The cspa Command, (with J. Li, R. Quaedvlieg and Z. Liao), forthcoming at The Stata Journal.
[8] A Social Interaction Model with Both In-group and Out-group Effects, Applied Economics Letters, 2021.
[9] The Short-Term Impacts of the Registration-Based IPO Reform in China: Towards a More Sustainable Equity Market, (with C. Zhou and J. Lu), Sustainability, 13.20 (2021): 11365.

Academic Conference

2020:South California Econometrics Meeting
2021:中国青年经济学家联谊会（YES）浙江会议; 第四届中国金融学者论坛; China Meeting of Econometric Society
2022:南京大学中国经济学前沿专题系列研讨会; 之江实验室; 2022 International Forum on East Asia Supply Chain & International Trade; 浙江大学数据科学中心; 宁波大学

Research Grants