Yan WANG, PhD in Business Administration (Finance)
Assistant Professor
Contact Details
Office: GD2204
Tel: 8590 2332
Email：yanwang@cityu.edu.mo
Academic Qualifications
Ph.D. in Business Administration (Finance), University of Macau Aug 2019-Dec 2023
M.S. in Applied Statistics, Beijing Normal University (Beijing) Sep 2017 - Jul 2019
B.S. in Statistics, Minzu University of China Sep 2013 - Jul 2017
M.S. in Applied Statistics, Beijing Normal University (Beijing) Sep 2017 - Jul 2019
B.S. in Statistics, Minzu University of China Sep 2013 - Jul 2017
Teaching Areas
- Quantitative analysis
- Financial Big Data Analysis
- Business Mathematics and Statistics
Research Areas
- Empirical Asset Pricing
- International Finance
- Applied Statistics
- Factor Model Selection
Published Papers
- Zhuo Qiao, Yan Wang* and Keith Lam (2022), New evidence on Bayesian tests of global factor pricing models, Journal of Empirical Finance, Vol. 68, 160-172. (ABS3, SSCI, ABDC: A)
- Xu Guo, Yan Wang, Niwen Zhou and Xuehu Zhu* (2021), Optimal weighted two-sample t-test with partially paired data in a unified framework, Journal of Applied Statistics, 48(6), 961-976. (ABS2, SCI, ABDC: B)
Working Papers
- No One-Size-Fits-All Tale: The Diversity and Complexity in Asset Pricing across Global Markets. (With Kuntara Pukthuanthong and Zhuo Qiao)
- False Discovery Rate Control and Factor Investing (With Zhuo Qiao, University of Macau)
Conference Presentations
- The 31st Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management (Taiwan, 2023)
- The 44th EBES Conference (Istanbul, 2023)
- The 4th International Conference on Financial Regulation and Financial Stability (Taiyuan, 2022)
Honors and Awards
- UM PhD Fellowship, University of Macau 2019-2023
- National first prize in China Undergraduate Mathematical Contest in Modeling 2015
Skills
Programming: SAS, R, STATA, MATLAB