Dr Jingzhi Chen

University of York, Sustainable Growth, Management and Economic Productivity Pathway

Jingzhi is an ESRC White Rose Postdoctoral Fellow at the University of York, working with Adam Golinski. Before that, he was a visiting lecturer in Economics at the University of Exeter. Jingzhi obtained his PhD from the University of York under the supervision of Yongcheol Shin.

Jingzhi researches in the area of financial market, market microstructure and asset pricing. He has a particular interest in exploring the market frictions that deter arbitrage activity and distort pricing efficiency, especially in the episodes of financial crises. These researches aim to answer: (i) what is the combined impact of various arbitrage frictions on market efficiency; (ii) what is the dominating friction that limits arbitrage at a certain period; (iii) whether it is possible to identify the potential market vulnerability from data.

Research interests: Financial market, Market Microstructure, Limits to Arbitrage