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Welcome to my homepage!

I am an Assistant Professor of Finance at Tsinghua University. I obtained my Ph.D in Economics from the Department of Economics at the University of Pennsylvania, and a Master in Statistics from Department of Statistics,Wharton School. My research spans several fields: Macroeconomics, Finance, Machine Learning, Networks, and the Chinese Economy. However, it shares a common theme: the use of big data to understand the role of networks in investor behavior, firm decision making, asset pricing, the business cycle, and systemic risk.

Under this theme, my work can be divided into three branches:
i) Innovation network and its implication on business cycle, asset pricing, and investment;
ii) Equity-holding network and its implication on corporate finance, governance, and monetary policy;
iii) Machine learning.


Contact

  • Email: zhuwu@sas.upenn.edu
  • Address: 656 The Ronald O. Perelman Center for Political Science and Economics, 133 South 36th Street, Philadelphia, PA 19104