About

I am a Ph.D. candidate in Financial Economics at University College London (UCL), jointly affiliated with the Department of Economics, the School of Management, and the Centre for Finance. I received an M.S. in Economics and Finance from CEMFI and a B.Econ. in Finance from Sun Yat-sen University. My research in finance theory studies the interplay between information economics and financial markets, with a particular focus on how technological change, especially FinTech platforms and AI systems, can make information more homogeneous across agents and reshape learning, trading, and market fragility. I also work on repeated games. My supervisors are Ming Yang and Ji Hee Yoon.

Papers

Working papers

Working paper

Shared Private Information and Information Aggregation

Low-cost shared private signals, such as recommendations from FinTech platforms, robo-advisers, or generative-AI tools, are privately accessed yet commonly received. We embed such a signal into a Grossman-Stiglitz (1980) market in which traders choose among an independent signal, a shared signal, and remaining uninformed. Three findings frame the analysis. First, a cheaper or more precise shared signal robustly improves market depth in our numerical experiments, but it does so at the cost of greater price exposure to errors in the shared signal, a liquidity-shared-signal-error tradeoff. Second, equilibrium is unique whenever some traders remain uninformed; on the fully informed boundary, multiple equilibria can arise when the shared signal is relatively noisy, while precise shared signals restore uniqueness under mild conditions. Third, price informativeness is regime-dependent: in the partial-adoption regime, a cheaper shared signal leaves it unchanged; on the fully informed boundary, it can fall, rise, or be non-monotone depending on the shared signal's precision relative to independent research.

Draft available upon request. Slides

Master thesis

Cyber Risk and Interbank Network

This research extends Allen and Gale's (2000) work to explore the interplay between cyber risk and financial networks, with a focus on the liquidity channel through interbank deposits. It reveals coordination failures and underinvestment in cybersecurity in certain equilibria, emphasizing the need for minimum cybersecurity requirements. Additionally, in the presence of significant cyber risk, the interbank network is unable to effectively share liquidity risk. The study further highlights that underinvestment in cybersecurity increases the likelihood of the financial network deviating from its optimal financial structure.

Draft available upon request.

Work in progress

  • How Learning Shapes Trader-Dealer Relationships in OTC