Profile

Yu Zhang is an Associate Professor and Ph.D. supervisor. She received his Ph.D. in Economics from Nanyang Technological University, Singapore, in 2016. Prior to that, she received a Bachelor of Science degree in Physics and a Master of Science degree in Systems Theory from Beijing Normal University. Her main research areas include financial economics, asset pricing, household finance, and computational experimental finance. Her recent research interests include patient capital, corporate innovation, mutual funds, and secondary stock market trading strategies. Her research has been published in leading international journals such as Journal of Evolutionary Economics, Computational Economics, Finance Research Letters, Complexity, and Physica A. She has led multiple projects funded by the Central University Basic Research Funds and has participated in one National Natural Science Foundation of China (NSFC) general program project.

In teaching, she has long independently taught undergraduate and graduate courses, including Computational Finance and Intermediate Microeconomics. She has led multiple university teaching reform projects funded by the Central University Basic Research Funds and has participated in developing one provincial first-class course and one provincial high-quality course for international students in China.

Research Achievement (partly)

Publications

1. Zhang, Yu, and Mengxiang Zhao. "Picking Funds in China."Finance Research Letters 67, Part A (September 2024): 105817.

2. Zhang, Yu, and Xinyi Deng. "Booms and Busts in Chinese Agricultural Markets: An Agent-Based Model."Complexity, 2022, 2022: 1 - 10.

3. Zhang, Yu, and Weihong Huang. "Impact of Strategy Switching on Wealth Accumulation."Journal of Evolutionary Economics28, no. 4 (2018): 961 - 983.

4. Huang, Weihong, and Yu Zhang. "Endogenous Fundamental and Stock Cycles."Computational Economics50, no. 4 (2017): 629 - 653.

5. Huang, Weihong, and Yu Zhang. "Asymmetry Index of Stock Price Fluctuations."Journal of Global Economics, no. 2 (2014): 3.

6. Zhang, Yu, and Honggang Li. "Investors' Risk Attitudes and Stock Price Fluctuation Asymmetry."Physica A: Statistical Mechanics and its Applications390, no. 9 (2011): 1655 - 1661.

Working Paper

1. Zhao, Mengxiang, Shi Chen, Yu Zhang, and Dazhi Zheng. "Patent Invalidation and Value Destruction: Evidence from Short - term Market Reactions", 2025.

2. Zhao, Mengxiang, Shi Chen, Xueming Qin, and Yu Zhang. "Innovation Quality and Stock Returns: New Evidence from China ", 2025.

3. Zhao, Mengxiang and Yu Zhang. “Applications of a Multi-Period Asset Pricing Model Based on LSTM-Transformer to China’s A-Share Market,” 2024.

4. Yu Zhang, Gu Chaoyan, and Liu Jingyu. “Housing as Retirement Security: Optimal Consumption for Childless Older Adults Based on Reverse Mortgage Loans,” 2023