Research Areas

1. 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)
2. 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

1. No One-Size-Fits-All Tale: The Diversity and Complexity in Asset Pricing across Global Markets. (With Kuntara Pukthuanthong and Zhuo Qiao)
2. 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

TEACHING EXPERIENCE​

• City University of Macau (Fall 2024)- Courses: Quantitative Methods Analysis
• Teaching Assistant, University of Macau (2019-2023)- Courses: Principles of Macroeconomics, Intermediate Macroeconomics
• Teacher (Internship), Beijing No.8 Middle- Course: The Interesting Statistics

SKILLS

Programming: SAS, R, STATA