Guanglian Hu

Dr Guanglian Hu is a Senior Lecturer in Finance at the University of Sydney Business School. He serves as Deputy Head of Discipline (Research) and his research focuses on asset pricing and derivatives, including determinants of expected option returns, variance risk premium, VIX derivatives, consumption-based asset pricing, and stochastic discount factor. Hu has presented his research at major academic conferences such as the SFS Finance Cavalcade. Before joining the University of Sydney, he worked as a Visiting Assistant Professor of Finance at ITAM and Pacific Lutheran University. He received his B.S. in Economics from Xiamen University in 2009, his M.A. in Economics from the University of California at Santa Barbara in 2010, and his Ph.D. in Finance from the University of Houston in 2017.

Guanglian Hu is a Senior Lecturer at the University of Sydney, specializing in Asset Pricing and Derivatives. Their research focuses on understanding the pricing of volatility and jump risks in the cross-section of index option returns, as well as the role of the leverage effect in characterizing the variance risk premium. Hu's work also explores expected and realized returns on volatility, information risk, and the term structure of index option returns. Additionally, they examine risk premiums in US Treasury futures and the pricing of different measures of stock market volatility risk. Their research contributes to the understanding of how volatility and risk factors influence asset returns and derivative pricing.