Hang Bai

Assistant Professor

Finance


Hang Bai is an Assistant Professor of Finance at the School of Business of the University of Connecticut. He joined UConn in 2016 after earning a Ph.D. in Finance from the Fisher College of Business at the Ohio State University. His research interests include asset pricing, credit risk, macro finance, and labor finance. His work has been published at the Journal of Financial Economics and has been presented at the American Finance Association, the American Economic Association, and the Society for Financial Studies Cavalcade meetings. He has received the Most Outstanding Faculty Member Stamford MSFRM Program award in 2017, 2018, and 2019.

 

Research Interests

Asset Pricing, Credit Risk, Macro Finance, Labor and Finance

 

Education

Ph.D., Finance, The Ohio State University, 2016
M.A., Business Administration, Duke University, 2012
M.S., Engineering, UC Berkeley, 2008
B.E., Engineering, Tsinghua University, 2007

 

Publications

“Searching for the Equity Premium” (with Lu Zhang), Journal of Financial Economics, forthcoming

“Unemployment and Credit Risk” , Journal of Financial Economics, forthcoming

“The CAPM strikes back? An Equilibrium Model with Disasters” (with Kewei Hou, Erica Li, Howard Kung, and Lu Zhang), Journal of Financial Economics, 131(2), 269-298, 2019

 

Working Papers

“The Investment Rate Distribution” (with Erica Li, Chen Xue, and Lu Zhang)
Revise and Resubmit, Journal of Finance

“Predictable Returns over the Credit Cycle”

 

Awards

Most Outstanding Faculty Member Stamford MSFRM Program, 2019
Most Outstanding Faculty Member Stamford MSFRM Program, 2018
Most Outstanding Faculty Member Stamford MSFRM Program, 2017
Macro Finance Society Workshop Travel Grant, Philadelphia, 2015
Rene M. Stulz Scholar Development Award, 2014
AFA Doctoral Student Travel Grant, 2014

 

 

 

Contact Information
Emailhang.bai@uconn.edu
Phone860-486-1275
Mailing Address2100 Hillside Road Unit 1041F, Storrs CT 06269
Office LocationBUSN 445
CampusStorrs
CoursesFNCE 5321: Financial Risk Modeling II
Linkhttps://sites.google.com/site/hangbai8/
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