Rui Da 笪睿

Rui Da 笪睿

Bio

Rui Da joins Indiana University Kelley School of Business in 2023 and is an Assistant Professor in the finance department, after finishing his PhD in Business from the University of Chicago Booth School of Business. His research focuses on asset pricing, machine learning and financial econometrics. His work has been published in Econometrica.

Interests
  • Financial Economics
  • Machine Learning in Finance
  • Financial Econometrics

Research Papers

(2024). The Statistical Limit of Arbitrage.

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(2021). Disentangling Autocorrelated Intraday Returns. revision requested by Journal of Econometrics.

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