Fang Liang

Fang’s research interests include derivatives pricing and the development of FinTech in China. Her recent research focus is the dynamics of conditional skewness of underlying asset return process and the corresponding option pricing. She proposes and tests option valuation models with competing benchmarks using tick-by-tick data. Moreover, Fang studies the heterogeneous and dynamic effects of Fintech development on income inequality in China using household survey data as a guest research fellow at the Institute of Digital Finance of Peking University. In 2020, Fang received her Ph.D. in finance from the National School of Development at Peking University.