Programs

Shiwen Tian

Email: swtian.18@saif.sjtu.edu.cn

Advisor: Jun Pan, Claire Yurong Hong

Research Interests: Empirical Asset Pricing: Mutual Funds, Monetary Policy, Inflation, International Finance

Job Market Paper: Inflation Forecasting from Cross-Sectional Stocks

Introduction: My research interests lie in empirical asset pricing. My job market paper "Inflation Forecasting from Cross-Sectional Stocks", and another paper "What Can Macro-Active Bond Funds Tell Us About Monetary Policy Change?", co-authored with Prof. Claire Yurong Hong and Prof. Jun Pan, were presented in many international conferences such as CICF, NBER SI, ABFER, FMA, and university seminars. I have accumulated many presentation experience at WFC, FMA, FDU annual conferences, and also in SAIF and MIT seminars. I received the National Scholarship, and visited MIT Sloan School of Management through CSC fundings. I also have substantial experience as a teaching assistant, and was awarded as the “Excellent Teaching Assistant” at SAIF.

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Chengyu Bai

Email: cybai.18@saif.sjtu.edu.cn

Advisor: Nengjiu Ju

Research Interests: Asset pricing, Deep learning, Mutual Fund, Wealth Inequality

Job Market Paper: Teach Machine Asset Pricing

Introduction: I am a 6th year PhD student in SAIF. My research interests are in asset pricing, mutual fund, and machine learning. I am currently engaged in a project combining theoretical models and deep learning. Before join SAIF, I graduated from Xiamen University and University College Dublin. I hold degrees in economics, applied mathematics and quantitative finance. I grew up in Xinjiang. I enjoy running, snowboarding, and travelling.

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Yushan Xu

Email: ysxu.19@saif.sjtu.edu.cn

Advisor: Hong Yan

Research Interests: Macro-Finance, Empirical of Asset Pricing

Job Market Paper: FOMC Announcement, Projection Dispersion and Post-announcement Returns

Introduction: I am currently a Ph.D. student in the doctoral program at the Shanghai Advanced Institute of Finance, Shanghai Jiao Tong University. From 2022 to 2023, I visited to UBC for a joint Ph.D. training program, and have participated in international conferences such as the AFA and CICF. My research areas include macro-finance and empirical asset pricing. I have co-authored papers with Professor Hong Yan, Professor Lorenzo Garlappi, and Professor Zhiwei Xu, mainly focusing on significant topics such as monetary policy, ESG, banking, and financial intermediaries. I have repeatedly collaborated with professors like William Li and Jie Hu, serving as a teaching assistant for the EMBA, MBA, and MF programs at the Shanghai Advanced Institute of Finance.

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