Biography

Dr. Ye is an assistant professor in finance at the School of Management and Economics of the Chinese University of Hong Kong (Shenzhen). He is interested in asset pricing, and in particular, market microstructure. Prior to joining CUHK (SZ), Shuai Ye earned his Ph.D. degree in finance from Cornell University in 2018. He also holds a MA degree in applied math from Rice University, and a BA degree in applied math and economics from Rice University.

Academic Publications
Working Papers
1. How do ETFs affect the liquidity of the underlying corporate bonds?
2. Are corporate bond liquidity measures reliable?
3. How do ETFs affect the liquidity of the underlying stocks?
 
Work in progress
1. Who holds leveraged ETFs?
2. What information do options contain?