ZHOU Wenyu
中文
ZHOU Wenyu
ZHOU Wenyu

Faculty & Scholars

ZHOU Wenyu

ZHOU Wenyu

Assistant Professor
Assistant Dean
MCS & MCM 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
    • 09/2021 – 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
    • Research Fund of the Education Department at Zhejiang Province, 2021-2023;
    • RCEP 15 Digital Trade Research Project，2021-2022;
    • Zhejiang University Young Scholar Startup Fund，2021-2023;
  • Research Interests
    • Financial Econometrics
    • Empirical Finance, Digital Economics, Big Data Analysis
  • Teaching Courses
    • Econometrics
    • Macroeconomics
    • Economic Development in China
    • Machine Learning in Economics and Finance
    • Financial Derivatives
    • Finance Theory and Policy
  • Awards & Honors
    • Academic Excellence Award, International Campus, Zhejiang University, 2021
ZHOU Wenyu