University of Nottingham Ningbo China
School of
Contemporary Chinese Studies
  • Intranet
      
 

Chaoyan Wang

Assistant Professor (Lecturer) in Chinese Studies , School of Contemporary Chinese Studies, Faculty of Humanities and Social Sciences

Qualifications

PhD in Economics (University of Stirling, UK)
MSc in Economics (University of Edinburgh, UK)
BA in Economics (Hangzhou Dianzi University, China)  

Contact

  • SSB314, The University of Nottingham Ningbo China 199 Taikang East Road Ningbo 315100  
    China
  • (0574) 8818 8443
  • Fax
  • Chaoyan.Wang@nottingham.edu.cn
  • WebAddress 
ImageChaoyan Wang

Biography

 

Dr Chaoyan Wang is currently Assistant Professor at Contemporary Chinese Studies, Faculty of Humanities and Social Sciences at University of Nottingham Ningbo Campus. Previously, she was a faculty member at University of Nottingham (UK) and University of York (UK). She teaches Business and Economy in Contemporary China, Economy and Society in Contemporary China, and Economic Development in Contemporary China. Her research has focused on empirical studies of applied issues in China’s financial markets, including asset pricing of the Chinese cross-listed companies from the perspective of market microstructure and behavioural finance. She specializes in areas of Quantitative Methods and Mathematical Finance. She is currently working on several research projects, one of which is to incorporate machine learning and artificial intelligence techniques into financial risk analysis (funded by the National Natural Science Foundation of China), and the another of which is to study the effects of finance development on China’s economic growth.

 

Expertise summary

Asset pricing; Market microstructure; Quantitative methods

Teaching

  • Business and Economy in Contemporary China
  • Economy and Society in Contemporary China
  • Economic Development in Contemporary China

Research Interests

  • Asset pricing from the perspective of market microstructure, behavioral finance
  • Incorporating machine learning technique into financial risk analysis
  • Relationship between economic growth and finance development

Select Publications

Lu Bai, Zhihong Zhang, Chaoyan Wang, Xiao Bai, Edwin R. Hancock: A Graph Kernel Based on the Jensen-Shannon Representation Alignment. In Proceedings of IJCAI, 3322-3328, 2015.

Lu Bai, Zhihong Zhang, Chaoyan Wang, Edwin R. Hancock: An Edge-Based Matching Kernel for Graphs Through the Directed Line Graphs. In Proceedings of 16th CAIP, Part II: 85-95, 2015.

Malay Dey, and Chaoyan Wang, Return Spread and liquidity: Evidence from Hong Kong ADR. Research in International Business and Finance, 26 (2012) 164– 180)

Book chapter

Malay Dey, and Chaoyan Wang, An Overview of the Securities Market Regulation in Post-Liberalization China and India, (Development and Financial Reform in Emerging Economies, Pickering & Chatto, 2014)

Research funds

Financial Risk Analysis, learning from Graph-based Kernel Machine, supported by the National Natural Science Foundation of China under Grant No. 61503422