Tiange Ye
Welcome! I am a fifth year Finance Ph.D. candidate at the Marshall School of Business, University of Southern California.
Research interests: Financial Intermediaries, Credit Market, Alternative Investment, and Asset Pricing.
I received a M.A. in Mathematics of Finance from Columbia University and a B.S. in Business Finance from New York University.
Email: tiange.ye@marshall.usc.edu
Working Papers
[1] Passive Demand and Active Supply: Evidence from Maturity-mandated Corporate Bond Funds [SSRN] [NBER]
with Lorenzo Bretscher and Lukas Schmid
with AJ Chen, Matthew Phillips, and Regina Wittenberg-Moerman
[3] Earnings News Spillovers and Risk Premium: Evidence from High-frequency Identification [SSRN]
with Maria Ogneva and Jingjing Xia
[4] Forecasting International Stock Market Variances [SSRN]
with Geert Bekaert and Nancy Xu
Work in Progress
[5] Monetary Policy Global Spillover and Sovereign Debt Rollover Risk
with Alexandre Jeanneret and Zhao Zhang