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Home | News | Placement Merrick Zhen Li: University of Cambridge, United Kingdom
News | January 24, 2019

Placement Merrick Zhen Li: University of Cambridge, United Kingdom

PhD alumnus Merrick Zhen Li started a position as Postdoctoral Research Fellow in the Cambridge-INET Institute at the Faculty of Economics of the University of Cambridge in October 2018.

Placement Merrick Zhen Li: University of Cambridge, United Kingdom

His research is focused on the analysis of high-frequency financial data. He developed econometric tools to estimate the volatilities of stock returns and designed robust measures of market liquidity.

Merrick finished the TI research master in 2015 and then started a PhD at the University of  Amsterdam under supervision of Rogier Laeven, Michel Vellekoop and fellow Peter Boswijk. He defended his PhD thesis ‘Econometric Analysis of High-Frequency Market Microstructure’ on January 16, 2019.