Photo of Mary Tian

Mary Tian

Education

  • Ph.D., Finance, Sloan School of Management, Massachusetts Institute of Technology, 2011
  • B.A., Economics, Stanford University, 2005
  • B.S., Mathematics, Stanford University, 2005
Current Research Topics
  • Asset pricing anomalies
  • Financial intermediary asset pricing
  • Group Manager

    Board of Governors of the Federal Reserve System

    2021 - present
  • Principal Economist

    Board of Governors of the Federal Reserve System

    2018 - 2021
  • Senior Economist

    Board of Governors of the Federal Reserve System

    2015 - 2018
  • Economist

    Board of Governors of the Federal Reserve System

    2011 - 2015
  • Insights from revised Form FR2004 into primary dealer securities financing and MBS activity
    Sebastian Infante, Lubomir Petrasek, Zack Saravay, and Mary Tian
    FEDS Notes (2022)
    https://doi.org/10.17016/2380-7172.3182
  • Firm Characteristics and Empirical Factor Models: A Model Mining Experiment
    Mary Tian
    Review of Financial Studies (2021)
    https://doi.org/10.1093/rfs/hhaa126
    See also » FRB Working Paper (2012)
  • Use of the Federal Reserve's repo operations and changes in dealer balance sheets
    Mark Carlson, Zack Saravay, and Mary Tian
    FEDS Notes (2021)
    https://doi.org/10.17016/2380-7172.2961
  • Tradability of Output, Business Cycles, and Asset Prices
    Mary Tian
    Journal of Financial Economics (2018)
    https://doi.org/10.1016/j.jfineco.2017.02.003
    See also » FRB Working Paper (2015)
  • Differences in Stock Returns of U.S. Firms with High and Low Tradability
    Mary Tian
    IFDP Notes (2018)
    https://doi.org/10.17016/2573-2129.39
  • Taxonomy of Studies on Interconnectedness
    Gazi Ishak Kara, Mary Tian, and Margaret Yellen
    FEDS Notes (2015)
    https://doi.org/10.17016/2380-7172.1569
  • Bank Interventions and Options-Based Systemic Risk: Evidence from the Global and Euro-Area Crisis
    Juan M. Londono and Mary Tian
    International Finance Discussion Papers (2014)
    https://doi.org/10.17016/IFDP.2014.1117
  • Essays in Asset Pricing and International Finance
    Mary Tian
    Dissertations (Massachusetts Institute of Technology) (2011)
  • conference

    June 2015

    IBEFA & FRBSF Conference

    Bank Interventions and Downside Correlation Risk Premium: Evidence from the Global and Euro-area Crisis

  • discussion

    June 2015

    IBEFA & FRBSF Conference

    Low Real Rates as Driver of Secular Stagnation (J. Willem van den End and M. Hoeberichts)

  • conference

    June 2015

    IBEFA & WEAI Conference

    Bank Interventions and Downside Correlation Risk Premium: Evidence from the Global and Euro-area Crisis

  • discussion

    June 2015

    IBEFA & WEAI Conference

    Cash versus Debit Card: Role of Budget Control (L. Hernandez, N. Jonker, and A. Kosse)

  • seminar

    May 2015

    IMF research seminar

    Bank Interventions and Downside Correlation Risk Premium: Evidence from the Global and Euro-area Crisis

  • conference

    January 2014

    American Finance Association annual meeting

    Firm Characteristics and Empirical Factor Models: a Data-Mining Experiment

  • discussion

    November 2013

    UNC Conference on Financial Economics and Accounting

    Rare Disaster Concerns Everywhere (G. Gao and Z. Song)

  • conference

    November 2013

    Southern Finance Association annual meeting

    Bank Interventions and Options-based Systemic Risk: Evidence from the Global and Euro-area Crisis

  • discussion

    November 2013

    Southern Finance Association annual meeting

    Funding Liquidity Risk and the Cross-section of Stock Returns (J. Fontaine, R. Garcia, and S. Gungor)

  • conference

    September 2013

    IFSID & Bank of Canada conference on derivatives

    Bank Interventions and Options-based Systemic Risk: Evidence from the Global and Euro-area Crisis

  • conference

    September 2013

    National Bank of Austria Conference on Banks and Governments in Globalized Financial Markets

    Bank Interventions and Options-based Systemic Risk: Evidence from the Global and Euro-area Crisis

  • conference

    August 2013

    European Finance Association annual meeting

    Firm Characteristics and Empirical Factor Models: a Data-Mining Experiment

  • conference

    July 2013

    European Summer Symposium in Financial Markets

    Firm Characteristics and Empirical Factor Models: a Data-Mining Experiment

  • conference

    May 2013

    FR System Conference on International Economic Analysis

    Bank Interventions and Options-based Systemic Risk: Evidence from the Global and Euro-area Crisis

  • discussion

    August 2011

    European Finance Association annual meeting

    Financial Intermediaries and the Cross-Section of Asset Returns (T. Adrian, E. Etula, and T. Muir)

Referee
  • Journal of Finance
  • Review of Financial Studies
  • Review of Finance
  • Journal of Empirical Finance
  • Journal of Banking and Finance
  • Macro Dynamics
Last update: October 3, 2022