Michael Tseng

Postdoctoral researcher at the SFI@EPFL

Email: michael.tseng@epfl.ch
Postal: SFI @ EPFL, Quartier UNIL-Dorigny, Extranef 248, 1015 Lausanne, Switzerland

Michael Tseng completed his PhD in Economics at Simon Fraser University, Canada, and PhD in Mathematics at Penn State University, USA.

Michael’s research interests currently include asset pricing, market microstructure, and time series econometrics.

Research papers

“Wait and See” Monetary Policy
(With Xiaowen Lei), Macroeonomic Dynamics, forthcoming.

Price Impact and Bursts in Liquidity Provision
(With Jakub Rojcek, Soheil Mahmoodzadeh, and Ramazan Gencay), Quantitative Finance , conditional accept.

Estimation of a Time-Varying Parameter with Arbitrary Structural Breaks
(With Ramazan Gencay), Working Paper (SSRN).