Shihao Yu

Shihao Yu is an Assistant Professor of Finance at the Lee Kong Chian School of Business, Singapore Management University. His research focuses on market microstructure, decentralized finance, and high-frequency trading strategies. He holds a PhD from Vrije Universiteit Amsterdam and Tinbergen Institute (2023), an MPhil in Econometrics from the same institutions (2017), and a BA in Economics from Southwestern University of Finance and Economics (2015).

His academic career includes a postdoctoral research position at Columbia University’s Center for Digital Finance and Technologies, supervised by Prof. Agostino Capponi. He has received notable awards such as the KRX Outstanding Paper Award (2019) and a Research Talent Grant from NWO (2017).

Research interests span financial innovation, quantitative finance, and fintech applications. Recent work explores blockchain fee dynamics, decentralized exchange price discovery, and high-frequency trading in FX markets.

• Awards: KRX Award (2019), NWO Grant (2017)
• Grants/Advising: Postdoctoral research at Columbia University (2023)

Labs/Teams: Active in Singapore Management University’s finance research group, collaborating on projects related to digital finance and market structure.