Short BIO of the Plenary Speakers

Thierry Foucault is Professor of Finance at HEC Paris where he holds a chair from the HEC Foundation and a research fellow of the Centre for Economic Policy. His research focuses on the determinants of financial markets liquidity, the production of information in these markets, their industrial organization, and their effect on the real economy. It has been published in leading scholarly journals such as the Journal of Finance, Review of Financial Studies, Journal of Financial Economics. In 2021, he received a grant from the European Research Council to work on the effects of AI and big data on information production in financial markets. He has received research awards from the Louis Bachelier Institute, the HEC Foundation, and the Analysis Group award for the best paper on Financial Markets and Institutions presented at the 2009 Western Finance Association meetings. He serves or served on the scientific committees of the Autorité des Marchés Financiers, the Norges Bank Academic Program, the Research Foundation of the Banque de France, the Group of Economic Advisors of the Committee of Economic and Markets Analysis of the European Securities and Markets Authority and was a member the executive committee of the European Finance Association. He is currently co-managing editor of the Journal of Financial and Quantitative Analysis, and an Associate Editor of the Journal of Economic Theory and the Journal of Finance, and a former Associate Editor of The Review of Financial Studies.

 

Kathy Yuan is Professor of Finance at the Department of Finance at the London School of Economics and Political Science (UK). She received her Ph.D. in Economics from Massachusetts Institute of Technology. Prior to obtaining her Ph.D., she worked briefly in the Emerging Markets Trading Desk at J. P. Morgan. She has also been an assistant professor at the Stephen M. Ross School of Business at the University of Michigan, and an Economist at the International Monetary Fund. Her academic research focuses on developing macro-finance and asset pricing theories with liquidity implications in environments with information and market frictions and testing their empirical implications. In the past few years, she has examined how crises spread through international financial markets and how introducing benchmark securities such as treasury bonds or stock indices improves the overall market liquidity. She is currently working on issue related to liquidity and financial stability in bank and non-bank financial institutions. Her work has appeared in several leading journals like the Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Review of Economic Studies.