I am Shihao Yu. I am an Assistant Professor of Finance at the Lee Kong Chian School of Business, Singapore Management University.
Before joining SMU, I was a postdoctoral researcher working with Prof. Agostino Capponi at the Center for Digital Finance and Technologies, Columbia University. I completed my PhD under the supervision of Prof. Albert J. Menkveld at Vrije Universiteit Amsterdam and Tinbergen Institute.
I research financial technology (FinTech) in trading. See my research page for details.
My CV is here.