Shuang Zhu, CFA
Associate Professor
Department of Finance
Contact Information
Office: 3053 Business Building
Mailing Address:
2097 Business Building
1301 Lovers Lane
Manhattan, KS 66506
Email: shuangzhu@k-state.edu
Research Goals
Shuang Zhu’s research focuses on issues around mortgage market, mortgage backed securities, housing market, and spatial econometrics. Her primary goal is to examine and understand various factors contributing to the recent subprime crisis.
- House appreciation – an individual property level analysis
- Securitization and loss given default
- Statutory right of redemption and its impact on defaulted mortgage outcomes
- Differential measurement errors on mortgage model performances
- Published in Journal of Real Estate Finance and Economics, Journal of Money, Credit and Banking, Journal of Housing Economics, Advances in Econometrics …
- Awards: CBA Developing Scholar Award, Winner of the Second Prize in the AAREAL Real Estate Research Competition (European Business School, Wiesbaden), Best Paper Award in Housing, American Real Estate Society
- Pace, R. Kelley and Shuang Zhu, "Implicit Hedonic Pricing Using Mortgage Payment Information," Journal of Real Estate Finance and Economics , accepted.
- Zhu, Shuang and R. Kelley Pace, "The Influence of Foreclosure Delays on Borrowers' Default Behavior," Journal of Money, Credit and Banking , forthcoming.
- Pace, R. Kelley and Shuang Zhu, "Inferring Price Information from Mortgage Payment Behavior: A Latent Index Approach," Journal of Real Estate Finance and Economics , forthcoming.
- Zhu, Shuang and R. Kelley Pace, "Factors Underlying Short Sales," Journal of Housing Economics , Vol. 27, 2015, pp. 60-70.
- Zhu, Shuang and R. Kelley Pace, "Modeling Spatially Interdependent Mortgage Decisions," Journal of Real Estate Finance and Economics , Vol. 49, No. 4, 2014, pp. 598-620.
- Zhu, Shuang, R. Kelley Pace, and Walter A. Morales, "Using Futures in Mortgage Research," Journal of Real Estate Finance and Economics , Vol. 48, No. 1, 2014, pp. 1-15.
- Pace, R. Kelley, James P. LeSage, and Shuang Zhu, "Interpretation and Computation of Estimates from Regression Models Using Spatial Filtering," Spatial Economic Analysis , Vol. 8, No. 3, 2013, pp. 352-369.
- Zhu, Shuang and R. Kelley Pace, "Distressed Properties: Valuation Bias and Accuracy," Journal of Real Estate Finance and Economics , Vol. 44, No. 1-2, 2012, pp. 153-166. (Winner of the Second Prize in the AAREAL Real Estate Research Competition (European Business School,Wiesbaden).
Areas of Teaching
Financial Markets and Institutions, Corporate Finance
Education
Ph D, Louisiana State University, 2011.
Major: Finance