Congratulations to PhD candidate Xiye Yang on his new position as assistant professor (tenure track) at Rutgers University in the United States.
Xiye Yang is a PhD student in econometrics at the University of Amsterdam. He expects to defend his dissertation entitled ‘Essays on High Frequency Financial Econometrics’ on June 16, 2015, under the supervision of TI fellow professor Peter Boswijk and TI alumnus professor Roger Laeven (both UvA).
Xiye Yang is an alumnus of the TI MPhil in Economics program (2011). His research interests lie in the areas of econometric theory, financial econometrics, asset pricing and empirical finance. In his research he aims to ‘create a tight connection of econometrics and finance theories: econometric analysis discovers new features from data, and hence stimulates the development of new theories; theoretical analysis develops models with testable implications that may require new econometric tools.’