Beichen Zhang
Lecturer
Beichen Zhang is a Lecturer in Finance in the Department of Finance at the Isenberg School of Management, University of Massachusetts Amherst. Zhang's research focuses on FinTech, empirical asset pricing, financial risk, and cryptocurrency markets. Current work applies generative AI, large language models, topic modeling, and high-frequency Hawkes-process methods to study risk disclosures and cross-market contagion. Zhang's research has appeared in The European Journal of Finance and IEEE CIFEr conference proceedings. Zhang holds a Ph.D. and M.A. in Financial Engineering from Stevens Institute of Technology and bachelor's degrees in Mathematics and Statistics and Economics from Miami University. Zhang also brings industry experience in quantitative investment analysis and enterprise risk management.
Research Interests
Recent Honors / Awards
Teaching Interests
- Financial Modeling; Topics in Financial Technology
- Advanced FinTech
Selected Publications
“Cryptocurrency jump contagion with market sentiment events: a study of high frequency cross effect.” The European Journal of Finance, 2025.
“Financial Risk Disclosure Return Premium: A Topic Modeling Approach.” IEEE Computational Intelligence for Financial Engineering and Economics (CIFEr) conference proceedings, 2024.
Selected Working Papers / Current Research
“Risk Disclosure Premium in the Cross-Section of Stock Returns: A Generative Topic Modeling Approach.” Revise and Resubmit at The European Journal of Finance.
“Cryptocurrency Jump Contagion - Link Function & Non-parametric Method.” Work in progress.