Bo Hu

Bo Hu is an assistant professor within the Finance Area in the School of Business at George Mason University. His research explores how financial markets become inefficient due to different mechanisms, including fat-tail model risks, rational inattention, soft information, and trading restrictions. Bo has given presentations about his research at top conferences such as WFA and NYU Stern Microstructure Meeting, and at renowned institutes such as SEC and Bank for International Settlements.  

Education

• Ph.D. in Finance, University of Maryland, 2019 

Research Interests

• Asset Pricing
• Market Microstructure
• Behavior Finance
• Machine Learning

Teaching Interests

• Financial Management 
• Statistical Methods in Finance 
• International Finance 
• Derivatives 

Working Papers

• Fat Tails and Arbitrage  (with Wen Chen) 
• Seeing is Believing: Annual Report "Graphicity" and Stock Return Predictability (with Wesley Deng, Lei Gao, and Guofu Zhou) 
• How Does Benchmarking Affect Market Efficiency and Asset Comovement (with Wen Chen and Yajun Wang) 
• The Rise and Crash of Momentum  (in progress) 
• Bubbles and Risk-Neutral Pricing  (in progress)