Bio

I am a Ph.D. student in Econometrics and Statistics at The University of Chicago Booth School of Business.

I am on the 2022-2023 academic job market.

Download my resumé .

Interests
  • Financial Economics
  • Econometrics
  • Machine Learning in Finance

Job Market Paper

Research Papers

(2022). The Statistical Limit of Arbitrage.

PDF Abstract

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

PDF Abstract

Contact

  • rui.da@chicagobooth.edu
  • 5807 S Woodlawn Avenue, Chicago, Illinois 60637