Hao Pang
Hao Pang
Hello and Welcome!
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About Me
I am an assistant professor of finance at the University of Texas at Dallas, Naveen Jindal School of Management.
I received my PhD in Finance from Duke Fuqua in 2024.
My research interests are in asset pricing, macro-finance, monetary policy, and behavioral macro. My current research agenda is centered around the beliefs of different agents (professional forecasters, the Fed, etc.) and how these affect asset pricing.
I am also interested in textual analysis in macro-finance research.
Please find my latest CV here: [CV]
Contact
Email: hao [dot] pang [at] utdallas [dot] edu
Add: Office 14-213 , Jindal School of Management, University of Texas at Dallas, 800 W. Campbell Road, Richardson, TX 75080
Published Papers
Forecast bias across horizons: Inflation expectations and the Treasury yields, Accepted, Journal of Financial Economics
Common shocks in stocks and bonds, with Anna Cieslak, Journal of Financial Economics, November 2021, 142(2), 880-904
Media: Forbes
Contagion in a network of heterogeneous banks, with Ramazan Gençay, Michael C Tseng, Yi Xue, Journal of Banking & Finance, February 2020, 111, 105725
Working Papers
Risk management in monetary policy: A review with asset pricing implications, with Anna Cieslak, Stephen Hansen [Latest version]
Draft for the 28th Annual Conference of the Central Bank of Chile, “Monetary Policy, Financial Markets, and Challenges Ahead: Celebrating the Centennial of the Central Bank of Chile”
Did I make myself clear? The Fed and the market in the post-2020 framework period, with Anna Cieslak, Michael McMahon [Latest version]
Subsumes an earlier draft for "An agenda for the Federal Reserve’s review of its monetary policy framework" at the Brookings Institution
Media: Reuters | Central Banking | Brookings
Fed. vs. Market, inflation expectations and monetary policy risk premium
Work in Progress
Finfluencer Communication on Inflation, with Boya Xu and Tao He (Abstract)
Fiscal shocks and asset prices, with Anna Cieslak, Rong Wang
Digital FOMC: Building digital twins for FOMC members, with Ruijiang Gao (Draft coming soon)
An anatomy of financial news sentiment analysis: Theory and evidence, with Jinge Liu
Household interest rate expectations and mortgage refinancing, with Yunbo Liu (Draft coming soon)
Inflation risk and the cross section of asset returns, with Jianyao He, Jun Li
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