University of Nottingham Ningbo China
School of
Economics
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Dr Chaoyan Wang

Assistant Professor in Economics, School of Economics

 chaoyan Wang

Personal details

Contact

Room 314, SSB
The University of Nottingham Ningbo China
199 Taikang East Road
Ningbo 315100   
China 

(0574) 8818 8443

Chaoyan.Wang@nottingham.edu.cn

Qualifications

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

Biography

Dr Chaoyan Wang is currently Assistant Professor at School of Economics, 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). Her research has focused on empirical studies of financial economics. She specializes in areas of Market Microstructure, Quantitative Methods and Mathematical Finance. She is currently working on several NSFC funded research projects. She is a member of the Center for Global Finance (NUBS, UNNC) and China Research Group (NUBS, UNUK).

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Expertise summary

Financial Economics; Asset pricing; Market microstructure; Quantitative methods

Teaching and learning

Teaching

Undergraduate

ECON3064: Advanced Monetary Economics

Postgraduate

ECON4050: Economics of Corporate Finance

Research

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

Publications

Select Publications

Dey, M. and C. Wang, The Impact of Trades on Daily Return and Volatility in Dually Listed Securities. Working paper, presented in GFC (US,2017), IFABS (China, 2017)

Dey, M. and C. Wang, How Do Lead Lag Relations in Cross Listings Move? Working paper, presented in GFC (US, 2017)

Dey, M. and C. Wang, Volume volatility in ADRs, Working paper

Lu, B., Z. Zhang, C. Wang, X. Bai, E.R. Hancock: A Graph Kernel Based on the Jensen-Shannon Representation Alignment. In Proceedings of IJCAI, 3322-3328, 2015.

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

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

Book Chapter

Dey, M. and C. 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

Norms of Science with the "Chinese Characteristics": Evolution, Dynamics and Implications”, supported by the National Natural Science Foundation of China under Grant No. 71774091