Lei Lian
Ph.D. Candidate in Finance and Econometrics
Research Interest: Asset Pricing, Derivative Pricing, Market Microstructure, Applications of High-frequency Data in Financial Markets, Financial Econometrics
My job markekt paper is "Do Price and Volatility Jumps Explain the Cross-section of Option Prices?".
Contact Information
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Phone: 312-618-2484
Email: llian@chicagobooth.edu
Office Address
The University of Chicago Booth School of Business
5807 South Woodlawn Avenue
Chicago, IL 60637
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