Belinda Chen (陈辰)

Belinda Chen (陈辰)

Ph.D. student in Finance

University of Illinois at Urbana-Champaign

I am a 4th year Finance PhD Student at UIUC, Gies College of Business. I will be on the 2024-2025 job market. My research focuses on both theoretical and empirical asset pricing. I mainly study financial implications of firms’ network and volatility spillover. I also work on machine learning applications in the finance market, and I am also interested in exploring the ETF market and the dealer’s network.

Download my resumé (updated 2023/04).

Interests
  • Financial Network
  • Asset Pricing
  • Idiosyncratic Volatility
  • Machine Learning
Education

  • Ph.D. in Finance, 2025

    University of Illinois at Urbana-Champaign

  • MS in Applied Mathematics, 2020

    University of Chicago

  • BSc in Mathematics, 2019

    University of Chinese Academy of Sciences

  • Exchange Program, 2018

    Carnegie Mellon University

Working Paper

Belinda Chen (陈辰) (2022). Network Factors for Idiosyncratic Volatility Spillover . https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4579385.

DOI

Working Projects

Network Factors and Macro Tail Risk
This theoretical work is currently in progress and focuses on understanding how first-order and higher-order network factors, along with the elasticity of substitution, map micro productivity shock distributions into macro tail risk.
Pre-Trade Transparency and Price Efficiency: Evidence from Corporate Bond ETFs
Using a high-frequency corporate bond benchmark prices, we develop intraday benchmark NAV for corporate bond ETF. Comparing ETF traded price to our benchmark, we derive a benchmark implied measure of mispricing.
Coauthors: Mahyar Kargar and Sebastien Plante

Contact Me