Welcome! My name is Tiange Ye, and I am a Finance Ph.D. candidate at the Marshall School of Business, University of Southern California.
Research interests: Financial Intermediaries, Credit Market, Alternative Investment, and Asset Management.
I am on the 2025-2026 academic job market.
I received a M.A. in Mathematics of Finance from Columbia University and a B.S. in Business Finance from New York University.
Email: tiange.ye@marshall.usc.edu
[1] Private Fund Capital Calls, Investor Portfolios, and Spillovers
[2] Passive Demand and Active Supply: Evidence from Maturity-mandated Corporate Bond Funds [SSRN] [NBER]
(with Lorenzo Bretscher and Lukas Schmid)
Review of Financial Studies, Revise & Resubmit
CICF 2024, XiYue Best Paper Awards
[3] Non-fundamental Loan Renegotiation [SSRN]
(with AJ Chen, Matthew Phillips, and Regina Wittenberg-Moerman)
Journal of Accounting Research, Minor Revision
FMA 2025, Semifinalist for Best Paper in Financial Intermediation & Markets
EasternFA 2025, Best Paper in Financial Institutions and Markets
[4] Earnings News Spillovers and Risk Premium: Evidence from High-frequency Identification [SSRN]
(with Maria Ogneva and Jingjing Xia)
[5] Forecasting International Stock Market Variances [SSRN]
(with Geert Bekaert and Nancy Xu)
The Perfect Storm: Insurer Double Exposure to Climate Shocks
(with Zhao Zhang)
Salient Holdings and Mutual Fund Flow
(with Robin Y. Lee)
Monetary Policy Global Spillover and Sovereign Debt Rollover Risk
(with Alexandre Jeanneret and Zhao Zhang)
