Raymond So

Raymond So

Associate Professor iMF Program Director




Dr. Raymond So is an Associate Professor of Finance at ZIBS. Prior to joining ZIBS, he worked at King's College London as an Assistant Professor of Finance. His research primarily focuses on empirical asset pricing, behavioral finance, and financial technology. He has published in the Review of Finance, Journal of Corporate Finance, European Journal of Operational Research, among others. Personal Website: https://raymondhyso.com


Education

  • 2013.09-2017.01: King’s College London, Ph.D. in Finance

  • 2008.09-2009.09: Cranfield University, MSc in Finance and Management 

  • 2005.09-2008.07: The Hong Kong University of Science and Technology, BSc(Hons) Biology 

Work Experience

  • 2024.04- Present: Zhejiang University, Associate Professor of Finance, 

  • 2017.02-2024.03: King’s College London, Assistant Professor (Lecturer) of Finance.

Publications

Research Interests

  • Xuanchen Zhang, Raymond H.Y. So, and Tarik Driouchi, Common risk factors in cross-sectional FX options returns, Review of Finance, 2024, Forthcoming.

  • Tarik Driouchi, Mingyu Chen, Zhuo Lyu, David J Bennett, and Raymond H.Y. So, Ambiguity, managerial ability, and growth options, British Journal of Management, 2022, 33: 1323-1345.

  • Tarik Driouchi, Lenos Trigeorgis, and Raymond H.Y. So, Individual antecedents of real options appraisal: The role of national culture and ambiguity, European Journal of Operational Research, 2020, 286 (3), 1018-1032.

  • Tarik Driouchi, Raymond H.Y. So, and Lenos Trigeorgis, Investor Ambiguity, Systemic Banking Risk and Economic Activity: The Case of Too-big-to-fail, Journal of Corporate Finance, 2020, 62.

  • Raymond H.Y. So and Tarik Driouchi. Improving Volatility Forecasts Using Market-elicited Ambiguity Aversion Information, Financial Review, 2018, 53 (4), 705-740.

  • Tarik Driouchi, Raymond H.Y. So, and Lenos Trigeorgis, Option Implied Ambiguity and its Information Content: Evidence from the Subprime Crisis, Annals of Operations Research, 2018, 262 (2), 463–491. 

研究方向


    • Asset pricing

    • Behavioral Finance

    • Financial technology


Teaching Courses

    • Asset Pricing and Risk Management