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About Domenico
Domenico Tarzia is an Assistant Professor of Finance in the Business & Economics faculty at Peking University HSBC Business School (PHBS), where he serves as Deputy Director of the PHBS-UK campus and MA Programme Director. He earned his Ph.D. in Finance from Bocconi University in Milan, Italy, in March 2013. Prior to that, he completed a Master of Quantitative Finance and Risk Management (MAFINRISK) at the same institution in July 2006 and a Graduate degree in Business Administration in March 2005. Tarzia's research specializations include option pricing, financial modelling, and stochastic processes.
His scholarly contributions feature several working papers, such as "Local volatility and nonstationarity in pricing options," "Nonstationarity in pricing options: the sub-fractional Brownian motion," "Infinite-variance and self-similarity in option prices" (joint with P. Muliere), "Jumps and discontinuities through Poisson random measures" (joint with P. Muliere), and "A Bayesian nonparametric test on the fractal structure of financial markets." Key peer-reviewed publications include "Controlling Shareholders and Innovation: Evidence From Trademark Registrations" (International Review of Finance, 2025, with Daniel Sungyeon Kim and Srinivasan Selvam), "Volatility Spillovers During the Chinese Stock Market Crisis" (Review of Pacific Basin Financial Markets and Policies, 2022, with Hua Chen, Giovanni Vittorino, and Andros Gregoriou), "Value of Corruption in China: Evidence from Anti-corruption Investigation" (Economics Letters, 2018, with Daniel S. Kim and Yun Li), "Forecasting Financial Crashes: Revisit to Log-Periodic Power Law" (Complexity, 2018, with Bingcun Dai, Fan Zhang, and Kwangwon Ahn), and "Examining an Episode in the Chinese Housing Market" (PLOS ONE, 2024, with Kwangwon Ahn, Minhyuk Jeong, Jinu Kim, and Ping Zhang). These works highlight his influence on financial market analysis, particularly in China.