Empirical Asset Pricing
Professor Zheng Sun joined the Paul Merage School of Business as an Assistant Professor of Finance in July 2007. She was promoted to Associate Professor in July 2015 and Professor in July 2023. In the business school, she teaches core courses in the Master of Finance (MFIN) curriculum and currently serves as the faculty director of the MFIN program.
Her primary research interests are empirical investments, institutional investors, mutual funds, hedge funds, bonds and loans. Professor Sun has published in Journal of Financial Economics, Review of Financial Studies, Journal of Financial and Quantitative Analysis, Journal of Monetary Economics, and SIAM Journal on Financial Mathematics. She has given many presentations and discussions at top finance and economic conferences such as American Finance Association meetings, Western Finance Association meetings, NBER, and European Finance Association meetings. She has also been invited to present at various regulatory agencies including SEC, Federal Reserve Board, Federal Reserve New York, and FINRA.
Before joining the Merage School, Professor Sun received her Ph.D. degree from the Stern School of Business at New York University. She received a bachelor’s degree in economics from Peking University and a master’s degree in economics from Ohio State University.