Mingze Gao
Mingze Gao, aka Adrian, is a Lecturer in Finance at the Macquarie Business School (MQBS). He is previously a Postdoctoral Research Fellow at the University of Sydney Business School. With a focus on banking and corporate finance, his work has been published at journals including Journal of Banking & Finance, Finance Research Letters, and/or presented at conferences such as WFA, SFS Cavalcade, EFA (poster), FMA, FIRN, and AFBC. He also serves as an ad hoc referee at ABDC-A*/A journals. He is an academic member of the Faculty Board of MQBS.
CV, Google Scholar, SSRN, and Faculty Profile.
Some of his open-source works include, for example,
- phds.io, a literature search engine targeting top finance and econ journals.
- frds, a Python library for financial research.
- specurve, a Stata command for specification curve analysis.
- edgar-analyzer, a CLI tool to download SEC filings from EDGAR.
- mktstructure - a CLI tool to download Refinitiv Tick History data and compute some measures.
Education
- 2017 - 2021 Ph.D. in Finance, University of Sydney
- 2022 - 2023 Graduate Certificate in Computing, University of New South Wales
- 2016 - 2016 B.Com (Honours) in Finance, University of Sydney
- 2013 - 2015 B.Com in Econometrics and Finance, University of Sydney
Contact
- Office: Room 554, 4 Eastern Road, Macquarie University.
- Email: mingze.gao@mq.edu.au
News
- 2024-11-30: A new working paper on AI adoption disparity and supply chain dynamics uploaded to SSRN.
- 2024-09-09: PhDs.io has been moved to a more powerful server with performance upgrade and a redesign.
- 2024-08-08: Invited by the Brattle Group and recorded a podcast on our award-winning paper. It’s now available on Apple Podcasts and Spotify.
- 2024-07-26: Super excited to receive the MQBS Early Career Researcher Support Scheme 2025-2026!
- 2024-06-18: Glad to receive the Data Horizons Research Funding 2024 at the Macquarie University. Great team work!
- 2024-02-07: My paper “Borrower Technology Similarity and Bank Loan Contracting” with Yunying Huang, Steven Ongena and Eliza Wu has been accepted for presentation at the SFS Cavalcade 2024.
- 2024-01-02: My new position as a Lecturer in Finance at the Macquarie Business School starts!
- 2023-11-23: Incredibly honoured to receive the FIRN 2023 The Brattle Group Best Paper Award for my paper “Lone (Loan) Wolf Pack Risk” with Iftekhar Hasan, Buhui Qiu and Eliza Wu.
- 2023-11-21: Glad to present and discuss at the 2023 FIRN Annual Meeting held at Hobart!
- 2023-10-24: I made my own literature search engine PhDs.io. First version is online.
- 2023-09-18: I had the privilege of serving as a discussant at the 2023 FIRN-ANU Banking and Financial Stability Conference.
- 2023-08-16: My paper “Borrower Technology Similarity and Bank Loan Contracting” with Yunying Huang, Steven Ongena and Eliza Wu has been selected as a semifinalist for the Best Paper Awards of FMA Annual Meeting 2023. Winners TBA.
- 2023-07-27: I will join Macquarie University as a Lecturer in Finance. Contract signed. Starting January 2024.
- 2023-06-27: I presented my paper “Lone (Loan) Wolf Pack Risk” at the WFA 2023 at San Francisco.
MRes/PhD students
I am seeking ideal candidates with a keen interest in financial intermediation and corporate finance. Priority will be given to students who have strong analytical skills and demonstrate proficiency in Stata, SAS, R, Python, and machine learning.
If you are interested, please send your CV and research proposal to my email.
Recent posts
I write about many topics, taking a random walk away finance. Some recent ones are listed below.
Date | Title |
---|---|
Nov 28, 2024 | Kalman Filter |
Sep 9, 2024 | PhDs.io |
Jul 20, 2024 | Technology Diversity |
Jun 30, 2024 | QuantLib - Yield Curve |
Dec 21, 2023 | Identify Retail Investors |