Hao Ma

Hao Ma is an Assistant Professor at the School of Economics and Finance, Queen Mary University of London. He holds a Ph.D. from the Swiss Finance Institute & Università della Svizzera italiana, an MSc from the Duisenberg School of Finance, and a BSc from Shandong University. His research focuses on asset pricing, financial econometrics, and machine learning, with current projects combining deep learning to address empirical challenges in financial markets.

Education:

• Ph.D. in Finance, Swiss Finance Institute & Università della Svizzera italiana (2016–2022)
• MSc Finance, Duisenberg School of Finance, University of Amsterdam (2014–2015)
• Bachelor of Economics and Finance, Shandong University (2010–2014)

Research Interests: Dr. Ma’s work bridges econometrics and machine learning, addressing topics like time-varying betas, latent factor models, and market anomalies in China’s financial markets. He has explored the AH Premium Puzzle, analyzing price discrepancies between A-shares and H-shares in dual-listed companies.

Awards:

• Society for Financial Econometrics Travel Grant (2019)
• Swiss Finance Institute Graduate Scholarship (2016)
• 2nd Place, Credit Suisse HOLT Competition (2016)

Teaching & Grants: Taught Financial Econometrics at the MSc level with high student satisfaction (8.13/10). His research is supported by institutional grants and collaborations with industry partners. He has also served as a referee for the Journal of Financial Econometrics.