You are here

YE Dongyan

Office Hours:by appointment-schedule by email 



Research Fellow of Finance


Ph.D., Tsinghua University


Research Areas: Liquidity, Transaction Costs, Asymmetric Information





Dr. Ye is research institute scholar at CKGSB. Dr. Ye received his Ph.D. in Finance from Tsinghua University. He has won many research awards during his academic career, and has appeared in several journals includingjournal of Tsinghua University, Tsinghua Science and Technology and Journal of Financial Research.



  • China National Scholarship, 2007
  • First Class All-round Aegon Scholarship, Tsinghua University, 2004
  • First Class Scholarship for Academic Performance, Tsinghua University, 2001& 2002
  • Third Class Scholarship for Academic Performance, Tsinghua University, 2000

Selected Publications

  1. "Best execution and value of information", Journal of Tsinghua University (Forthcoming), 2009
  2. "Some possible copulas between wealth and lifetime", Tsinghua Science and Technology (Forthcoming), 2009
  3. "Institutional Investor, Informed Trading and Market Efficiency: Evidence from China's Capital Market", with Yu Hou, Journal of Financial Research, 131-145, 2008
  4. "Portfolio Choice with Transaction Costs", Journal of Tsinghua University, 1-11, 2007