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Yang Gao

BEc ZNUFE; MSc Durham
PhD Candidate

The University of Sydney
NSW 2006 Australia


Yang Gao is a PhD student at the University of Sydney Business School. He holds a Bachelor of Economics from Zhongnan University of Economics and Law in China and a Master degree in Finance and Investment from Durham University in the UK. Prior to his PhD studies, he worked as an analyst in Investment Banking. His main research interests include asset pricing, behavioral finance, and market microstructural.

Thesis working title

Financial crises and contagion effects

This thesis investigates the informed momentum trading and contagion effects during the financial crises, in particular, with cross-market effects. It consists of three essays addressing issues on the impact of short selling ban on informed momentum trading, both within and across markets, the determinants of liquidity contagion during the GFC, and volatility contagion effects during financial crises.

Supervisors: Henry Leung, Stephen Satchell